AQR Funds Mutual Fund Family Data Pages

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Performance
06-30-18

Total ReturnCategory Average
Total Return 6.0 2.7 -0.9 8.6 -4.8
Category Average 5.5 -1.2 1.0 8.6 -1.1
Assets for Each Yr* 15.6 22.4 32.5 38.2 36.2
*billions

Trailing Returns %
06-30-18

  YTD 3 Year 5 Year    
Fund Family -4.79 1.43 3.45

Key Stats
06-30-18

Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
36,203 $1,000,000 0.0 100.0
Asset Class Score % of Assets Expense Ratio % Expense Rating
Domestic Stock 3.1 18.10 0.63 Very Low
International Stock 2.5 8.47 0.78 Below Avg
Municipal Bond --- --- --- ---
Taxable Bond --- 0.28 --- ---
*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 15.5
Stocks 64.5
Bonds 12.2
Other 7.8
Annual Turnover % 98
% Assets in Top 10 0.4
 
Sector Breakdown (% of stocks) 
Sensitive 24.4
Communication Services 0.8
Energy 1.9
Industrials 10.1
Technology 11.6
Cyclical 23.7
Basic Materials 4.1
Consumer Cyclical 8.9
Financial Services 10.0
Real Estate 0.7
Defensive 15.3
Consumer Defensives 4.1
Healthcare 8.1
Utilities 3.1

Top 20 US Holdings | Get Price Quotes
YTD Return through 07-17-18

  Sector YTD Return % % Net Assets  
  Micron Technology Inc* Technology 38.52 0.05
  Microsoft Corp* Technology 24.84 0.05
  Boeing Co* Industrials 22.17 0.04
  Allergan PLC* Healthcare 8.27 0.03
  FirstEnergy Corp* Utilities 20.77 0.03
  Huntington Ingalls Industries Inc Industrials -2.83 0.03
  JPMorgan Chase & Co* Financial Services 4.90 0.03
  Johnson & Johnson* Healthcare -6.35 0.03
  Spirit AeroSystems Holdings Inc* Industrials 2.61 0.03
  VeriSign Inc* Technology 30.89 0.03
  Walt Disney Co* Consumer Cyclical 3.38 0.03
  Western Digital Corp* Technology 0.58 0.03
  Adobe Systems Inc* Technology 47.40 0.02
  Alcoa Corp* Basic Materials -10.86 0.02
  Allegheny Technologies Inc* Industrials 10.65 0.02
  Ameren Corp* Utilities 5.42 0.02
  Bank of America Corporation* Financial Services 2.47 0.02
  Baxter International Inc* Healthcare 16.18 0.02
  Cheniere Energy Inc* Energy 13.86 0.02
  Cigna Corp* Healthcare -15.92 0.02
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Longest Manager Tenure | More
07-17-18

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 8
AQR Managed Futures Strategy N Clifford S. Asness 8

Shortest Manager Tenure | More
07-17-18

Fund Name Manager Name Average Manager Tenure
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
AQR Small Cap Relaxed Constraint Eq R6 Michele L. Aghassi 2
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