AQR Funds Mutual Fund Family Data Pages

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Performance
09-30-17

Total ReturnCategory Average
Total Return 8.7 6.0 2.7 -0.9 4.1
Category Average 6.0 5.5 -1.2 1.0 4.6
Assets for Each Yr* 13.8 15.6 22.4 32.5 37.2
*billions

Trailing Returns %
09-30-17

  YTD 3 Year 5 Year    
Fund Family 4.13 3.65 4.54

Key Stats
09-30-17

Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
37,201 $1,000,000 0.0 100.0
Asset Class Score % of Assets Expense Ratio % Expense Rating
Domestic Stock 3.2 15.45 0.55 Very Low
International Stock 3.0 7.38 0.72 Very Low
Municipal Bond --- --- --- ---
Taxable Bond --- --- --- ---
*Doesn't include money market assets.

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Portfolio Analysis

Morningstar Style Box
0 4 2
0 0 0
0 3 2
Asset Allocation %
Cash 14.7
Stocks 65.3
Bonds 8.1
Other 11.9
Annual Turnover % 105
% Assets in Top 10 0.6
 
Sector Breakdown (% of stocks) 
Sensitive 22.3
Communication Services 2.0
Energy 2.1
Industrials 8.8
Technology 9.4
Cyclical 21.8
Basic Materials 4.2
Consumer Cyclical 6.5
Financial Services 9.8
Real Estate 1.3
Defensive 14.0
Consumer Defensives 4.8
Healthcare 6.6
Utilities 2.5

Top 20 US Holdings | Get Price Quotes
YTD Return through 10-13-17

  Sector YTD Return % % Net Assets  
  Apple Inc* Technology 37.13 0.10
  Intel Corp* Technology 11.59 0.06
  DexCom Inc Healthcare -22.88 0.06
  Merck & Co Inc* Healthcare 10.07 0.06
  Lam Research Corp* Technology 80.89 0.06
  Acadia Healthcare Co Inc Healthcare 26.04 0.06
  Alphabet Inc A* Technology 27.18 0.06
  Microsoft Corp* Technology 26.59 0.06
  Amazon.com Inc* Consumer Cyclical 33.75 0.05
  Anthem Inc* Healthcare 29.26 0.05
  Envision Healthcare Corp Healthcare -35.63 0.05
  Tesla Inc* Consumer Cyclical 66.40 0.05
  VeriSign Inc* Technology 42.26 0.05
  The Ultimate Software Group Inc Technology 8.54 0.05
  Tyson Foods Inc Class A* Consumer Defensive 14.92 0.05
  UnitedHealth Group Inc* Healthcare 21.62 0.05
  Boeing Co* Industrials 70.22 0.04
  Oshkosh Corp Industrials 35.71 0.04
  Zillow Inc RealEstate 13.69 0.04
  Ball Corp* Consumer Cyclical 13.53 0.04
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Best 5-Year Relative Performance | More
10-13-17

Worst 5-Year Relative Performance | More
10-13-17

Longest Manager Tenure | More
10-13-17

Fund Name Manager Name Average Manager Tenure
AQR International Momentum Style I Clifford S. Asness 8
AQR Large Cap Momentum Style I Clifford S. Asness 8
AQR Small Cap Momentum Style I Clifford S. Asness 8
AQR Diversified Arbitrage I Ronen Israel 7
AQR Managed Futures Strategy N Clifford S. Asness 7

Shortest Manager Tenure | More
10-13-17

Fund Name Manager Name Average Manager Tenure
AQR Emerging Relaxed Constraint Eq R6 Michele L. Aghassi 1
AQR International Relaxed Cnstrnt Eq R6 Michele L. Aghassi 1
AQR Large Cap Relaxed Constraint Eq R6 Michele L. Aghassi 1
AQR Small Cap Relaxed Constraint Eq R6 Michele L. Aghassi 1
AQR Equity Market Neutral R6 Andrea Frazzini 2
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