AQR Funds Fund Family Report
 | 

  • Select a Fund Family

    • Performance
    07-31-19

    Total ReturnCategory Average
    Total Return2.74-0.898.55-11.107.01
    Category Average-1.161.058.57-6.3510.50
    Assets for Each Yr*22.4132.5238.1825.7024.00
    *billions

    Trailing Returns %
    07-31-19

      YTD 3 Year 5 Year    
    Fund Family 7.01 -0.08 2.41

    Key Stats
    07-31-19

    Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
    $24,003 mil $1,000,000 0.00 100.00
    Asset Class Score % of Assets Expense Ratio % Expense Rating
    Domestic Stock 2.8 35.92 0.74 Below Avg
    International Stock 2.5 10.57 0.87 Below Avg
    Municipal Bond -- -- -- --
    Taxable Bond -- -- -- --
    *Doesn't include money market assets.

    Top 20 US Holdings | Get Price Quotes
    08-13-19

      Sector YTD Return % % Net Assets  
    Procter & Gamble Co* Consumer Defensive 29.96 0.07
    Merck & Co Inc* Healthcare 14.10 0.05
    Pfizer Inc* Healthcare -16.88 0.05
    Starbucks Corp* Consumer Cyclical 51.72 0.05
    Exelon Corp* Utilities 2.54 0.04
    JPMorgan Chase & Co* Financial Services 14.46 0.04
    McDonald's Corp* Consumer Cyclical 25.05 0.04
    Allstate Corp* Financial Services 27.60 0.03
    CME Group Inc Class A* Financial Services 14.18 0.03
    Intuitive Surgical Inc* Healthcare 8.16 0.03
    Mondelez International Inc Class* Consumer Defensive 37.62 0.03
    Nike Inc B* Consumer Cyclical 12.98 0.03
    Progressive Corp* Financial Services 36.21 0.03
    The Home Depot Inc* Consumer Cyclical 22.83 0.03
    The Travelers Companies Inc* Financial Services 25.10 0.03
    Verizon Communications Inc* Communication Services 3.48 0.03
    Akamai Technologies Inc* Technology 46.32 0.02
    Ameren Corp* Utilities 18.75 0.02
    Aon PLC* Financial Services 32.26 0.02
    Automatic Data Processing Inc* Industrials 29.87 0.02

    Best 5-Year Relative Performance | More
    08-13-19

    Fund Name 5-Yr Rank Analyst Report  
    AQR Large Cap Defensive Styl 1 --
    AQR Long-Short Equity I 13 07-16-19
    AQR Risk-Balanced Commoditie 17 --
    AQR International Defensive 18 --
    AQR Risk Parity II HV I 23 --

    Worst 5-Year Relative Performance | More
    08-13-19

    Fund Name 5-Yr Rank Analyst Report  
    AQR TM International Momentu 92 --
    AQR Multi-Strategy Alternati 91 02-25-19
    AQR Emerging Defensive Style 90 --
    AQR International Momentum S 88 --
    AQR International Multi-Styl 83 --

    Lowest Expenses | More
    08-13-19

    Fund Name Expense Ratio Analyst Report  
    AQR TM Large Cap Multi-Style 0.35 --
    AQR Core Plus Bond R6 0.37 --
    AQR Large Cap Defensive Styl 0.39 --
    AQR Large Cap Momentum Style 0.39 02-22-19
    AQR TM Large Cap Momentum St 0.40 --

    Highest Expenses | More
    08-13-19

    Fund Name Expense Ratio Analyst Report  
    AQR Alternative Risk Premia 3.23 12-12-18
    AQR Multi-Strategy Alternati 2.37 02-25-19
    AQR Style Premia Alternative 2.24 12-05-18
    AQR Equity Market Neutral R6 1.93 07-16-19
    AQR Diversified Arbitrage I 1.92 04-22-19

    Longest Manager Tenure | More
    08-13-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR International Mo Clifford S. Asness 9.40
    AQR Large Cap Moment Clifford S. Asness 9.40
    AQR Small Cap Moment Clifford S. Asness 9.40
    AQR Managed Futures Clifford S. Asness 8.70
    AQR Multi-Asset I Brian K. Hurst 8.00

    Shortest Manager Tenure | More
    08-13-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR Alternative Risk Ronen Israel 1.40
    AQR Core Plus Bond R Jordan Brooks 1.40
    AQR Emerging Relaxed Michele L. Aghassi 2.70
    AQR International Re Michele L. Aghassi 2.70
    AQR Large Cap Relaxe Michele L. Aghassi 2.70