AQR Funds Fund Family Report
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  • Performance
    06-30-18

    Total ReturnCategory Average
    Total Return5.982.73-0.888.56-4.79
    Category Average5.47-1.161.038.57-1.11
    Assets for Each Yr*15.6222.4232.5338.2036.20
    *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 mil $1,000,000 0.00 100.00
    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.

    Top 20 US Holdings | Get Price Quotes
    07-20-18

      Sector YTD Return % % Net Assets  
    Intel Corp* Technology 13.76 0.08
    Amazon.com Inc* Consumer Cyclical 55.09 0.05
    Apple Inc* Technology 13.93 0.05
    Lam Research Corp* Technology -2.53 0.05
    Micron Technology Inc* Technology 33.80 0.05
    Microsoft Corp* Technology 25.22 0.05
    Boeing Co* Industrials 21.50 0.04
    eBay Inc* Consumer Cyclical -9.38 0.04
    AbbVie Inc* Healthcare -5.35 0.03
    Aflac Inc* Financial Services -0.71 0.03
    Allergan PLC* Healthcare 5.90 0.03
    Amgen Inc* Healthcare 11.06 0.03
    Facebook Inc A* Technology 18.97 0.03
    FirstEnergy Corp* Utilities 17.67 0.03
    JPMorgan Chase & Co* Financial Services 5.63 0.03
    Johnson & Johnson* Healthcare -8.68 0.03
    Spirit AeroSystems Holdings Inc* Industrials 3.12 0.03
    Square Inc A* Technology 103.09 0.03
    Tenaris SA* Energy 17.79 0.03
    Walt Disney Co* Consumer Cyclical 4.47 0.03

    Best 5-Year Relative Performance | More
    07-20-18

    Worst 5-Year Relative Performance | More
    07-20-18

    Longest Manager Tenure | More
    07-20-18

    Fund Name   Manager Name Avg Manager Tenure  
    AQR International Mo Clifford S. Asness 8.30
    AQR Large Cap Moment Clifford S. Asness 8.30
    AQR Small Cap Moment Clifford S. Asness 8.30
    AQR Diversified Arbi Ronen Israel 7.70
    AQR Managed Futures Clifford S. Asness 7.70

    Shortest Manager Tenure | More
    07-20-18

    Fund Name   Manager Name Avg Manager Tenure  
    AQR Alternative Risk Ronen Israel 0.80
    AQR Emerging Relaxed Michele L. Aghassi 1.60
    AQR International Re Michele L. Aghassi 1.60
    AQR Large Cap Relaxe Michele L. Aghassi 1.60
    AQR Small Cap Relaxe Michele L. Aghassi 1.60