AQR Funds Fund Family Report
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  • Performance
    07-31-19

    Total ReturnCategory Average
    Total Return2.74-0.898.55-11.107.01
    Category Average-1.161.058.57-6.3510.50
    Assets for Each Yr*22.4132.5238.1825.7024.00
    *billions

    Trailing Returns %
    07-31-19

      YTD 3 Year 5 Year    
    Fund Family 7.01 -0.08 2.41

    Key Stats
    07-31-19

    Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
    $24,003 mil $1,000,000 0.00 100.00
    Asset Class Score % of Assets Expense Ratio % Expense Rating
    Domestic Stock 2.8 35.92 0.74 Below Avg
    International Stock 2.5 10.57 0.87 Below Avg
    Municipal Bond -- -- -- --
    Taxable Bond -- -- -- --
    *Doesn't include money market assets.

    Top 20 US Holdings | Get Price Quotes
    08-22-19

      Sector YTD Return % % Net Assets  
    Microsoft Corp* Technology 37.01 0.15
    Lam Research Corp* Technology 56.17 0.07
    Procter & Gamble Co* Consumer Defensive 32.32 0.07
    Alphabet Inc A* Technology 14.03 0.06
    Visa Inc Class A* Financial Services 37.06 0.06
    Apple Inc* Technology 36.13 0.05
    Merck & Co Inc* Healthcare 14.93 0.05
    Thermo Fisher Scientific Inc* Healthcare 24.47 0.05
    Costco Wholesale Corp* Consumer Defensive 38.01 0.04
    Allstate Corp* Financial Services 27.68 0.03
    Medtronic PLC* Healthcare 19.69 0.03
    Nike Inc B* Consumer Cyclical 12.96 0.03
    Progressive Corp* Financial Services 32.25 0.03
    Texas Instruments Inc* Technology 34.94 0.03
    The Home Depot Inc* Consumer Cyclical 30.22 0.03
    Aflac Inc* Financial Services 10.45 0.02
    Agilent Technologies Inc* Healthcare 6.83 0.02
    Akamai Technologies Inc* Technology 45.25 0.02
    Alphabet Inc Class C* Technology 14.86 0.02
    Anthem Inc* Healthcare 0.01 0.02

    Best 5-Year Relative Performance | More
    08-22-19

    Worst 5-Year Relative Performance | More
    08-22-19

    Lowest Expenses | More
    08-22-19

    Longest Manager Tenure | More
    08-22-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR International Mo Clifford S. Asness 9.40
    AQR Large Cap Moment Clifford S. Asness 9.40
    AQR Small Cap Moment Clifford S. Asness 9.40
    AQR Managed Futures Clifford S. Asness 8.80
    AQR Multi-Asset I Brian K. Hurst 8.00

    Shortest Manager Tenure | More
    08-22-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR Alternative Risk Ronen Israel 1.40
    AQR Core Plus Bond R Jordan Brooks 1.40
    AQR Emerging Relaxed Michele L. Aghassi 2.70
    AQR International Re Michele L. Aghassi 2.70
    AQR Large Cap Relaxe Michele L. Aghassi 2.70