AQR Funds Fund Family Report
|
Performance
08-31-19
Total ReturnCategory
Average
| Total Return | 2.74 | -0.89 | 8.55 | -11.10 | 7.31 |
| Category Average | -1.16 | 1.05 | 8.57 | -6.35 | 10.36 |
| Assets for Each Yr* | 22.41 | 32.52 | 38.18 | 25.70 | 23.15 |
*billions
Trailing Returns %
08-31-19
| YTD | 3 Year | 5 Year | |||
|---|---|---|---|---|---|
| Fund Family | 7.31 | 0.56 | 2.11 | ||
Key Stats
08-31-19
| Total Assets* | Min. Investment | Load (% of Assets) | No Load (% of Assets) |
|---|---|---|---|
| $23,149 mil | $1,000,000 | 0.00 | 100.00 |
| Asset Class | Score | % of Assets | Expense Ratio % | Expense Rating |
| Domestic Stock | 2.8 | 37.46 | 0.74 | Below Avg |
| International Stock | 2.4 | 10.57 | 0.87 | Below Avg |
| Municipal Bond | -- | -- | -- | -- |
| Taxable Bond | -- | -- | -- | -- |
*Doesn't include money market assets.
Top 20 US Holdings | Get Price Quotes
09-16-19
| Sector | YTD Return % | % Net Assets | ||
|---|---|---|---|---|
Best 5-Year Relative Performance | More
09-16-19
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR Large Cap Defensive Styl | 1 | -- | ||
| AQR Risk-Balanced Commoditie | 6 | -- | ||
| AQR Long-Short Equity I | 11 | 07-16-19 | ||
| AQR Risk Parity II HV I | 15 | -- | ||
| AQR International Defensive | 22 | -- | ||
Worst 5-Year Relative Performance | More
09-16-19
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR Managed Futures Strategy | 99 | 01-09-19 | ||
| AQR Multi-Strategy Alternati | 94 | 02-25-19 | ||
| AQR TM International Momentu | 93 | -- | ||
| AQR Emerging Defensive Style | 91 | -- | ||
| AQR International Momentum S | 91 | -- | ||
Lowest Expenses | More
09-16-19
| 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
09-16-19
| 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
09-16-19
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR International Mo | Clifford S. Asness | 9.50 | ||
| AQR Large Cap Moment | Clifford S. Asness | 9.50 | ||
| AQR Small Cap Moment | Clifford S. Asness | 9.50 | ||
| AQR Managed Futures | Clifford S. Asness | 8.80 | ||
| AQR Multi-Asset I | Brian K. Hurst | 8.00 | ||
Shortest Manager Tenure | More
09-16-19
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR Alternative Risk | Ronen Israel | 1.50 | ||
| AQR Core Plus Bond R | Jordan Brooks | 1.50 | ||
| AQR Emerging Relaxed | Michele L. Aghassi | 2.80 | ||
| AQR International Re | Michele L. Aghassi | 2.80 | ||
| AQR Large Cap Relaxe | Michele L. Aghassi | 2.80 | ||