AQR Funds Fund Family Report
|
Performance
10-31-18
Total ReturnCategory
Average
| Total Return | 5.98 | 2.73 | -0.88 | 8.56 | -7.65 |
| Category Average | 5.47 | -1.16 | 1.03 | 8.57 | -3.46 |
| Assets for Each Yr* | 15.62 | 22.42 | 32.53 | 38.20 | 31.64 |
*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 | |
Best 5-Year Relative Performance | More
11-13-18
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR Large Cap Defensive Styl | 1 | -- | ||
| AQR Style Premia Alternative | 1 | 12-11-17 | ||
| AQR Long-Short Equity I | 2 | 07-23-18 | ||
| AQR International Defensive | 10 | -- | ||
| AQR Risk-Balanced Commoditie | 22 | -- | ||
Worst 5-Year Relative Performance | More
11-13-18
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR International Momentum S | 97 | -- | ||
| AQR TM International Momentu | 97 | -- | ||
| AQR Managed Futures Strategy | 89 | 01-18-18 | ||
| AQR International Multi-Styl | 87 | -- | ||
| AQR TM Small Cap Momentum St | 83 | -- | ||
Lowest Expenses | More
11-13-18
| Fund Name | Expense Ratio | Analyst Report | ||
|---|---|---|---|---|
| AQR TM Large Cap Multi-Style | 0.35 | -- | ||
| AQR Large Cap Defensive Styl | 0.40 | -- | ||
| AQR Large Cap Momentum Style | 0.40 | 02-28-18 | ||
| AQR TM Large Cap Momentum St | 0.40 | -- | ||
| AQR Large Cap Multi-Style I | 0.44 | 05-30-18 | ||
Highest Expenses | More
11-13-18
| Fund Name | Expense Ratio | Analyst Report | ||
|---|---|---|---|---|
| AQR Alternative Risk Premia | 2.55 | 12-21-17 | ||
| AQR Multi-Strategy Alternati | 2.30 | 03-06-18 | ||
| AQR Style Premia Alternative | 2.21 | 12-11-17 | ||
| AQR Equity Market Neutral R6 | 2.07 | 07-24-18 | ||
| AQR Diversified Arbitrage I | 2.02 | 04-24-18 | ||
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 | ||