AQR Funds Fund Family Report
|
Performance
05-31-17
Total ReturnCategory
Average
| Total Return | 8.72 | 5.98 | 2.73 | -0.88 | 1.42 |
| Category Average | 5.96 | 5.47 | -1.16 | 1.03 | 2.92 |
| Assets for Each Yr* | 13.82 | 15.62 | 22.42 | 32.53 | 35.17 |
*billions
Trailing Returns %
05-31-17
| YTD | 3 Year | 5 Year | |||
|---|---|---|---|---|---|
| Fund Family | 1.42 | 3.58 | 4.26 | ||
Key Stats
05-31-17
| Total Assets* | Min. Investment | Load (% of Assets) | No Load (% of Assets) |
|---|---|---|---|
| $35,167 mil | $1,000,000 | 0.00 | 100.00 |
| Asset Class | Score | % of Assets | Expense Ratio % | Expense Rating |
| Domestic Stock | 3.2 | 15.06 | 0.55 | Very Low |
| International Stock | 3.0 | 7.24 | 0.72 | Very Low |
| Municipal Bond | -- | -- | -- | -- |
| Taxable Bond | -- | -- | -- | -- |
*Doesn't include money market assets.
Top 20 US Holdings | Get Price Quotes
06-26-17
| Sector | YTD Return % | % Net Assets | ||
|---|---|---|---|---|
| Apple Inc* | Technology | 26.94 | 0.09 | |
| Intel Corp* | Technology | -4.60 | 0.07 | |
| UnitedHealth Group Inc* | Healthcare | 16.53 | 0.06 | |
| DexCom Inc* | Healthcare | 30.23 | 0.06 | |
| Merck & Co Inc* | Healthcare | 13.57 | 0.06 | |
| Acadia Healthcare Co Inc* | Healthcare | 44.53 | 0.06 | |
| Anthem Inc* | Healthcare | 31.77 | 0.06 | |
| Alphabet Inc A* | Technology | 22.67 | 0.05 | |
| Amazon.com Inc* | Consumer Cyclical | 32.55 | 0.05 | |
| Envision Healthcare Corp* | Healthcare | -1.71 | 0.05 | |
| HP Inc* | Technology | 24.16 | 0.05 | |
| Lam Research Corp* | Technology | 41.77 | 0.05 | |
| JPMorgan Chase & Co* | Financial Services | 2.24 | 0.05 | |
| Burlington Stores Inc* | Consumer Defensive | 4.64 | 0.04 | |
| Hewlett Packard Enterprise Co* | Technology | -0.30 | 0.04 | |
| Oshkosh Corp* | Industrials | 5.76 | 0.04 | |
| Allergan PLC* | Healthcare | 19.19 | 0.04 | |
| PNC Financial Services Group Inc* | Financial Services | 3.86 | 0.04 | |
| Sprouts Farmers Market Inc* | Consumer Defensive | 17.18 | 0.04 | |
| VeriSign Inc* | Technology | 22.99 | 0.04 | |
Best 5-Year Relative Performance | More
06-26-17
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR International Equity I | 6 | -- | ||
| AQR Global Equity I | 10 | -- | ||
| AQR Multi-Strategy Alternati | 18 | 03-23-17 | ||
| AQR TM Small Cap Momentum St | 40 | -- | ||
| AQR Managed Futures Strategy | 48 | 01-12-17 | ||
Worst 5-Year Relative Performance | More
06-26-17
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR International Momentum S | 92 | -- | ||
| AQR TM International Momentu | 89 | -- | ||
| AQR TM Large Cap Momentum St | 77 | -- | ||
| AQR Large Cap Momentum Style | 75 | 03-14-17 | ||
| AQR Risk Parity I | 52 | 05-09-17 | ||
Lowest Expenses | More
06-26-17
| Fund Name | Expense Ratio | Analyst Report | ||
|---|---|---|---|---|
| AQR TM Large Cap Multi-Style | 0.35 | -- | ||
| AQR Large Cap Defensive Styl | 0.39 | -- | ||
| AQR Large Cap Momentum Style | 0.40 | 03-14-17 | ||
| AQR TM Large Cap Momentum St | 0.40 | -- | ||
| AQR Large Cap Multi-Style I | 0.45 | 08-03-16 | ||
Highest Expenses | More
06-26-17
| Fund Name | Expense Ratio | Analyst Report | ||
|---|---|---|---|---|
| AQR Multi-Strategy Alternati | 1.97 | 03-23-17 | ||
| AQR Managed Futures Strategy | 1.64 | 01-24-17 | ||
| AQR Style Premia Alternative | 1.49 | 12-20-16 | ||
| AQR Managed Futures Strategy | 1.47 | 01-12-17 | ||
| AQR Global Macro I | 1.41 | -- | ||
Longest Manager Tenure | More
06-26-17
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR International Mo | Clifford S. Asness | 7.30 | ||
| AQR Large Cap Moment | Clifford S. Asness | 7.30 | ||
| AQR Small Cap Moment | Clifford S. Asness | 7.30 | ||
| AQR Diversified Arbi | Ronen Israel | 6.70 | ||
| AQR Managed Futures | Clifford S. Asness | 6.60 | ||
Shortest Manager Tenure | More
06-26-17
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR Emerging Relaxed | Michele L. Aghassi | 0.50 | ||
| AQR International Re | Michele L. Aghassi | 0.50 | ||
| AQR Large Cap Relaxe | Michele L. Aghassi | 0.50 | ||
| AQR Small Cap Relaxe | Michele L. Aghassi | 0.50 | ||
| AQR Equity Market Ne | Andrea Frazzini | 2.00 | ||