AQR Funds Fund Family Report
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  • Performance
    10-31-18

    Total ReturnCategory Average
    Total Return5.982.73-0.888.56-7.65
    Category Average5.47-1.161.038.57-3.46
    Assets for Each Yr*15.6222.4232.5338.2031.64
    *billions

    Trailing Returns %
    10-31-18

      YTD 3 Year 5 Year    
    Fund Family -7.65 -0.35 2.34

    Key Stats
    10-31-18

    Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
    $31,640 mil $1,000,000 0.00 100.00
    Asset Class Score % of Assets Expense Ratio % Expense Rating
    Domestic Stock 2.8 20.79 0.63 Very Low
    International Stock 2.5 8.79 0.78 Below Avg
    Municipal Bond -- -- -- --
    Taxable Bond -- 0.32 -- --
    *Doesn't include money market assets.

    Top 20 US Holdings | Get Price Quotes
    11-13-18

      Sector YTD Return % % Net Assets  
    Intel Corp* Technology 5.26 0.10
    Amazon.com Inc* Consumer Cyclical 39.48 0.10
    Microsoft Corp* Technology 26.49 0.08
    FirstEnergy Corp* Utilities 31.03 0.05
    Micron Technology Inc* Technology -7.95 0.05
    Adobe Inc* Technology 36.24 0.05
    JPMorgan Chase & Co* Financial Services 4.80 0.04
    Square Inc A* Technology 107.24 0.04
    Lam Research Corp* Technology -20.33 0.04
    Albemarle Corp* Basic Materials -21.65 0.04
    Alphabet Inc A* Technology -0.52 0.04
    ConocoPhillips* Energy 18.20 0.04
    Pfizer Inc* Healthcare 23.91 0.04
    Skyworks Solutions Inc* Technology -23.01 0.03
    The Kraft Heinz Co* Consumer Defensive -28.94 0.03
    HollyFrontier Corp* Energy 20.66 0.03
    Walt Disney Co* Consumer Cyclical 9.47 0.03
    Baxter International Inc* Healthcare -1.66 0.03
    CarMax Inc* Consumer Cyclical 2.25 0.03
    Charter Communications Inc A* Communication Services -3.39 0.03

    Worst 5-Year Relative Performance | More
    11-13-18

    Longest Manager Tenure | More
    11-13-18

    Fund Name   Manager Name Avg Manager Tenure  
    AQR International Mo Clifford S. Asness 8.60
    AQR Large Cap Moment Clifford S. Asness 8.60
    AQR Small Cap Moment Clifford S. Asness 8.60
    AQR Diversified Arbi Ronen Israel 8.00
    AQR Managed Futures Clifford S. Asness 8.00

    Shortest Manager Tenure | More
    11-13-18

    Fund Name   Manager Name Avg Manager Tenure  
    AQR Core Plus Bond I Jordan Brooks 0.60
    AQR Alternative Risk Ronen Israel 1.20
    AQR Emerging Relaxed Michele L. Aghassi 1.90
    AQR International Re Michele L. Aghassi 1.90
    AQR Large Cap Relaxe Michele L. Aghassi 1.90