AQR Funds Fund Family Report
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  • Performance
    12-31-18

    Total ReturnCategory Average
    Total Return2.74-0.898.55-11.10--
    Category Average-1.161.058.57-6.353.42
    Assets for Each Yr*22.4132.5238.1825.7025.70
    *billions

    Trailing Returns %
    12-31-18

      YTD 3 Year 5 Year    
    Fund Family -11.11 -1.48 0.82

    Key Stats
    12-31-18

    Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
    $25,696 mil $1,000,000 0.00 100.00
    Asset Class Score % of Assets Expense Ratio % Expense Rating
    Domestic Stock 2.6 22.75 0.74 Below Avg
    International Stock 2.3 9.29 0.87 Below Avg
    Municipal Bond -- -- -- --
    Taxable Bond -- 0.39 0.47 Very Low
    *Doesn't include money market assets.

    Top 20 US Holdings | Get Price Quotes
    01-18-19

      Sector YTD Return % % Net Assets  
    Amazon.com Inc* Consumer Cyclical 12.93 0.12
    Intel Corp* Technology 4.82 0.10
    Apple Inc* Technology -0.58 0.09
    Microsoft Corp* Technology 6.05 0.09
    Adobe Inc* Technology 9.40 0.06
    Boeing Co* Industrials 13.09 0.06
    Post Holdings Inc* Consumer Defensive 14.51 0.06
    PPL Corp* Utilities 6.14 0.06
    Walmart Inc* Consumer Defensive 4.92 0.06
    Allstate Corp* Financial Services 3.72 0.05
    ConocoPhillips* Energy 8.90 0.05
    Raytheon Co* Industrials 7.86 0.05
    Albemarle Corp* Basic Materials -0.57 0.04
    Alphabet Inc A* Technology 5.97 0.04
    Anthem Inc* Healthcare 1.33 0.04
    Biogen Inc* Healthcare 12.13 0.04
    First Data Corp Class A* Industrials 35.72 0.04
    FirstEnergy Corp* Utilities 3.52 0.04
    Lam Research Corp* Technology 8.36 0.04
    Micron Technology Inc* Technology 12.70 0.04

    Worst 5-Year Relative Performance | More
    01-18-19

    Lowest Expenses | More
    01-18-19

    Longest Manager Tenure | More
    01-18-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR International Mo Clifford S. Asness 8.80
    AQR Large Cap Moment Clifford S. Asness 8.80
    AQR Small Cap Moment Clifford S. Asness 8.80
    AQR Diversified Arbi Ronen Israel 8.20
    AQR Managed Futures Clifford S. Asness 8.20

    Shortest Manager Tenure | More
    01-18-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR Core Plus Bond R Jordan Brooks 0.80
    AQR Alternative Risk Ronen Israel 1.30
    AQR Emerging Relaxed Michele L. Aghassi 2.10
    AQR International Re Michele L. Aghassi 2.10
    AQR Large Cap Relaxe Michele L. Aghassi 2.10