AQR Funds Fund Family Report
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  • 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

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

    Lowest Expenses | More
    08-13-19

    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