AQR Funds Fund Family Report
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  • Performance
    05-31-19

    Total ReturnCategory Average
    Total Return2.74-0.898.55-11.102.52
    Category Average-1.161.058.57-6.354.95
    Assets for Each Yr*22.4132.5238.1825.7023.29
    *billions

    Trailing Returns %
    05-31-19

      YTD 3 Year 5 Year    
    Fund Family 2.52 -0.19 1.63

    Key Stats
    05-31-19

    Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
    $23,288 mil $1,000,000 0.00 100.00
    Asset Class Score % of Assets Expense Ratio % Expense Rating
    Domestic Stock 2.7 30.54 0.74 Below Avg
    International Stock 2.7 10.90 0.87 Below Avg
    Municipal Bond -- -- -- --
    Taxable Bond -- -- -- --
    *Doesn't include money market assets.

    Top 20 US Holdings | Get Price Quotes
    06-14-19

      Sector YTD Return % % Net Assets  
    Microsoft Corp* Technology 31.31 0.10
    Apple Inc* Technology 23.14 0.05
    Alphabet Inc A* Technology 3.96 0.04
    Biogen Inc* Healthcare -24.34 0.03
    Costco Wholesale Corp* Consumer Defensive 28.30 0.03
    Nike Inc B* Consumer Cyclical 13.14 0.03
    Visa Inc Class A* Financial Services 28.97 0.03
    Abbott Laboratories* Healthcare 14.56 0.02
    Consolidated Edison Inc* Utilities 17.73 0.02
    Ferrari NV* Consumer Cyclical 53.72 0.02
    Intuit Inc* Technology 29.58 0.02
    Lululemon Athletica Inc* Consumer Cyclical 45.31 0.02
    Progressive Corp* Financial Services 40.19 0.02
    Raytheon Co* Industrials 16.27 0.02
    TJX Companies Inc* Consumer Cyclical 20.17 0.02
    Walmart Inc* Consumer Defensive 18.23 0.02
    AMC Networks Inc A* Consumer Cyclical -0.18 0.01
    Agios Pharmaceuticals Inc* Healthcare 4.21 0.01
    Alphabet Inc Class C* Technology 4.80 0.01
    Assured Guaranty Ltd* Financial Services 12.54 0.01

    Best 5-Year Relative Performance | More
    06-14-19

    Worst 5-Year Relative Performance | More
    06-14-19

    Lowest Expenses | More
    06-14-19

    Longest Manager Tenure | More
    06-14-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR International Mo Clifford S. Asness 9.20
    AQR Large Cap Moment Clifford S. Asness 9.20
    AQR Small Cap Moment Clifford S. Asness 9.20
    AQR Managed Futures Clifford S. Asness 8.60
    AQR Multi-Asset I Brian K. Hurst 7.80

    Shortest Manager Tenure | More
    06-14-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR Alternative Risk Ronen Israel 1.20
    AQR Core Plus Bond R Jordan Brooks 1.20
    AQR Emerging Relaxed Michele L. Aghassi 2.50
    AQR International Re Michele L. Aghassi 2.50
    AQR Large Cap Relaxe Michele L. Aghassi 2.50