AQR Funds Fund Family Report
|
Performance
12-31-18
Total ReturnCategory
Average
| Total Return | 2.74 | -0.89 | 8.55 | -11.10 | -- |
| Category Average | -1.16 | 1.05 | 8.57 | -6.35 | 3.42 |
| Assets for Each Yr* | 22.41 | 32.52 | 38.18 | 25.70 | 25.70 |
*billions
Trailing Returns %
12-31-18
| YTD | 3 Year | 5 Year | |||
|---|---|---|---|---|---|
| Fund Family | -11.11 | -1.48 | 0.82 | ||
Key Stats
12-31-18
| Total Assets* | Min. Investment | Load (% of Assets) | No Load (% of Assets) |
|---|---|---|---|
| $25,696 mil | $1,000,000 | 0.00 | 100.00 |
| Asset Class | Score | % of Assets | Expense Ratio % | Expense Rating |
| Domestic Stock | 2.6 | 22.75 | 0.74 | Below Avg |
| International Stock | 2.3 | 9.29 | 0.87 | Below Avg |
| Municipal Bond | -- | -- | -- | -- |
| Taxable Bond | -- | 0.39 | 0.47 | Very Low |
*Doesn't include money market assets.
Top 20 US Holdings | Get Price Quotes
01-18-19
| Sector | YTD Return % | % Net Assets | ||
|---|---|---|---|---|
| Amazon.com Inc* | Consumer Cyclical | 12.93 | 0.12 | |
| Intel Corp* | Technology | 4.82 | 0.10 | |
| Apple Inc* | Technology | -0.58 | 0.09 | |
| Microsoft Corp* | Technology | 6.05 | 0.09 | |
| Adobe Inc* | Technology | 9.40 | 0.06 | |
| Boeing Co* | Industrials | 13.09 | 0.06 | |
| Post Holdings Inc* | Consumer Defensive | 14.51 | 0.06 | |
| PPL Corp* | Utilities | 6.14 | 0.06 | |
| Walmart Inc* | Consumer Defensive | 4.92 | 0.06 | |
| Allstate Corp* | Financial Services | 3.72 | 0.05 | |
| ConocoPhillips* | Energy | 8.90 | 0.05 | |
| Raytheon Co* | Industrials | 7.86 | 0.05 | |
| Albemarle Corp* | Basic Materials | -0.57 | 0.04 | |
| Alphabet Inc A* | Technology | 5.97 | 0.04 | |
| Anthem Inc* | Healthcare | 1.33 | 0.04 | |
| Biogen Inc* | Healthcare | 12.13 | 0.04 | |
| First Data Corp Class A* | Industrials | 35.72 | 0.04 | |
| FirstEnergy Corp* | Utilities | 3.52 | 0.04 | |
| Lam Research Corp* | Technology | 8.36 | 0.04 | |
| Micron Technology Inc* | Technology | 12.70 | 0.04 | |
Best 5-Year Relative Performance | More
01-18-19
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR Large Cap Defensive Styl | 1 | -- | ||
| AQR Long-Short Equity I | 1 | 07-23-18 | ||
| AQR Style Premia Alternative | 3 | 12-05-18 | ||
| AQR International Defensive | 6 | -- | ||
| AQR Risk-Balanced Commoditie | 16 | -- | ||
Worst 5-Year Relative Performance | More
01-18-19
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR Managed Futures Strategy | 98 | 01-09-19 | ||
| AQR TM International Momentu | 98 | -- | ||
| AQR International Momentum S | 96 | -- | ||
| AQR Managed Futures Strategy | 87 | 12-10-18 | ||
| AQR TM Small Cap Momentum St | 87 | -- | ||
Lowest Expenses | More
01-18-19
| 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 | 02-28-18 | ||
| AQR TM Large Cap Momentum St | 0.40 | -- | ||
Highest Expenses | More
01-18-19
| Fund Name | Expense Ratio | Analyst Report | ||
|---|---|---|---|---|
| AQR Alternative Risk Premia | 2.55 | 12-12-18 | ||
| AQR Multi-Strategy Alternati | 2.30 | 03-06-18 | ||
| AQR Style Premia Alternative | 2.21 | 12-05-18 | ||
| AQR Equity Market Neutral R6 | 2.07 | 07-24-18 | ||
| AQR Diversified Arbitrage I | 2.02 | 04-24-18 | ||
Longest Manager Tenure | More
01-18-19
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR International Mo | Clifford S. Asness | 8.80 | ||
| AQR Large Cap Moment | Clifford S. Asness | 8.80 | ||
| AQR Small Cap Moment | Clifford S. Asness | 8.80 | ||
| AQR Diversified Arbi | Ronen Israel | 8.20 | ||
| AQR Managed Futures | Clifford S. Asness | 8.20 | ||
Shortest Manager Tenure | More
01-18-19
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR Core Plus Bond R | Jordan Brooks | 0.80 | ||
| AQR Alternative Risk | Ronen Israel | 1.30 | ||
| AQR Emerging Relaxed | Michele L. Aghassi | 2.10 | ||
| AQR International Re | Michele L. Aghassi | 2.10 | ||
| AQR Large Cap Relaxe | Michele L. Aghassi | 2.10 | ||