AQR Funds Mutual Fund Family Data Pages

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Performance
09-30-18

Total ReturnCategory Average
Total Return 6.0 2.7 -0.9 8.6 -2.9
Category Average 5.5 -1.2 1.0 8.6 1.2
Assets for Each Yr* 15.6 22.4 32.5 38.2 34.2
*billions

Trailing Returns %
09-30-18

  YTD 3 Year 5 Year    
Fund Family -2.93 1.40 3.65

Key Stats
09-30-18

Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
34,182 $1,000,000 0.0 100.0
Asset Class Score % of Assets Expense Ratio % Expense Rating
Domestic Stock 2.8 20.86 0.63 Very Low
International Stock 2.6 8.98 0.78 Below Avg
Municipal Bond --- --- --- ---
Taxable Bond --- 0.30 --- ---
*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 15.3
Stocks 64.0
Bonds 12.5
Other 8.1
Annual Turnover % 93
% Assets in Top 10 0.4
 
Sector Breakdown (% of stocks) 
Sensitive 15.8
Communication Services 0.5
Energy 1.6
Industrials 6.0
Technology 7.7
Cyclical 15.7
Basic Materials 2.5
Consumer Cyclical 6.1
Financial Services 6.7
Real Estate 0.4
Defensive 10.0
Consumer Defensives 2.6
Healthcare 5.5
Utilities 1.9

Top 20 US Holdings | Get Price Quotes
YTD Return through 10-17-18

  Sector YTD Return % % Net Assets  
  Intel Corp* Technology -2.23 0.07
  Microsoft Corp* Technology 25.30 0.06
  Raytheon Co* Industrials 3.48 0.05
  Boeing Co* Industrials 23.17 0.04
  JPMorgan Chase & Co* Financial Services 3.43 0.04
  Lam Research Corp* Technology -23.77 0.04
  Micron Technology Inc* Technology 2.07 0.04
  Amgen Inc* Healthcare 13.77 0.03
  Cheniere Energy Inc* Energy 18.68 0.03
  Honeywell International Inc* Industrials 1.63 0.03
  Humana Inc* Healthcare 29.36 0.03
  Johnson & Johnson* Healthcare -2.32 0.03
  UnitedHealth Group Inc* Healthcare 17.79 0.03
  Walt Disney Co* Consumer Cyclical 4.17 0.03
  Alkermes PLC Healthcare -23.88 0.02
  Aflac Inc Financial Services 3.14 0.02
  Alphabet Inc A* Technology 3.55 0.02
  Best Buy Co Inc* Consumer Cyclical 5.30 0.02
  FedEx Corp* Industrials -12.15 0.02
  Hewlett Packard Enterprise Co* Technology 3.97 0.02
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Worst 5-Year Relative Performance | More
10-17-18

Longest Manager Tenure | More
10-17-18

Fund Name Manager Name Average Manager Tenure
AQR International Momentum Style I Clifford S. Asness 9
AQR Large Cap Momentum Style I Clifford S. Asness 9
AQR Small Cap Momentum Style I Clifford S. Asness 9
AQR Diversified Arbitrage I Ronen Israel 8
AQR Managed Futures Strategy N Clifford S. Asness 8

Shortest Manager Tenure | More
10-17-18

Fund Name Manager Name Average Manager Tenure
AQR Core Plus Bond I Jordan Brooks 1
AQR Alternative Risk Premia R6 Ronen Israel 1
AQR Emerging Relaxed Constraint Eq R6 Michele L. Aghassi 2
AQR International Relaxed Cnstrnt Eq R6 Michele L. Aghassi 2
AQR Large Cap Relaxed Constraint Eq R6 Michele L. Aghassi 2
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