AQR Funds Fund Family Report
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    • Performance
    05-31-19

    Total ReturnCategory Average
    Total Return2.74-0.898.55-11.102.52
    Category Average-1.161.058.57-6.354.95
    Assets for Each Yr*22.4132.5238.1825.7023.29
    *billions

    Trailing Returns %
    05-31-19

      YTD 3 Year 5 Year    
    Fund Family 2.52 -0.19 1.63

    Key Stats
    05-31-19

    Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
    $23,288 mil $1,000,000 0.00 100.00
    Asset Class Score % of Assets Expense Ratio % Expense Rating
    Domestic Stock 2.7 30.54 0.74 Below Avg
    International Stock 2.7 10.90 0.87 Below Avg
    Municipal Bond -- -- -- --
    Taxable Bond -- -- -- --
    *Doesn't include money market assets.

    Top 20 US Holdings | Get Price Quotes
    06-18-19

      Sector YTD Return % % Net Assets  
    Apple Inc* Technology 26.76 0.05
    Pfizer Inc* Healthcare 0.32 0.05
    Intel Corp* Technology 2.28 0.03
    Thermo Fisher Scientific Inc* Healthcare 29.40 0.03
    Accenture PLC Class A* Technology 31.88 0.02
    Lululemon Athletica Inc* Consumer Cyclical 54.62 0.02
    Abbott Laboratories* Healthcare 16.22 0.02
    Consolidated Edison Inc* Utilities 17.12 0.02
    Progressive Corp* Financial Services 39.14 0.02
    The Travelers Companies Inc* Financial Services 26.86 0.02
    Medidata Solutions Inc* Technology 34.90 0.01
    Newmont Goldcorp Corp* Basic Materials 7.27 0.01
    Pinnacle West Capital Corp* Utilities 15.38 0.01
    Seattle Genetics Inc* Healthcare 29.09 0.01
    Southern Co* Utilities 28.60 0.01
    Textron Inc* Industrials 10.92 0.01
    TripAdvisor Inc* Consumer Cyclical -14.15 0.01
    VeriSign Inc* Technology 38.87 0.01
    Williams-Sonoma Inc* Consumer Cyclical 24.22 0.01
    Xerox Corp* Technology 77.83 0.01

    Best 5-Year Relative Performance | More
    06-18-19

    Fund Name 5-Yr Rank Analyst Report  
    AQR Large Cap Defensive Styl 1 --
    AQR Long-Short Equity I 8 07-23-18
    AQR International Defensive 13 --
    AQR Global Macro I 18 --
    AQR Style Premia Alternative 23 12-05-18

    Worst 5-Year Relative Performance | More
    06-18-19

    Fund Name 5-Yr Rank Analyst Report  
    AQR TM International Momentu 94 --
    AQR International Momentum S 91 --
    AQR Managed Futures Strategy 88 01-09-19
    AQR Multi-Strategy Alternati 88 02-25-19
    AQR Emerging Defensive Style 87 --

    Lowest Expenses | More
    06-18-19

    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
    06-18-19

    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 07-24-18
    AQR Diversified Arbitrage I 1.92 04-22-19

    Longest Manager Tenure | More
    06-18-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR International Mo Clifford S. Asness 9.20
    AQR Large Cap Moment Clifford S. Asness 9.20
    AQR Small Cap Moment Clifford S. Asness 9.20
    AQR Managed Futures Clifford S. Asness 8.60
    AQR Multi-Asset I Brian K. Hurst 7.80

    Shortest Manager Tenure | More
    06-18-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR Alternative Risk Ronen Israel 1.20
    AQR Core Plus Bond R Jordan Brooks 1.20
    AQR Emerging Relaxed Michele L. Aghassi 2.50
    AQR International Re Michele L. Aghassi 2.50
    AQR Large Cap Relaxe Michele L. Aghassi 2.50