AQR Funds Fund Family Report
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  • Performance
    08-31-18

    Total ReturnCategory Average
    Total Return5.982.73-0.888.56-3.11
    Category Average5.47-1.161.038.571.39
    Assets for Each Yr*15.6222.4232.5338.2035.18
    *billions

    Trailing Returns %
    08-31-18

      YTD 3 Year 5 Year    
    Fund Family -3.11 1.81 3.73

    Key Stats
    08-31-18

    Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
    $35,181 mil $1,000,000 0.00 100.00
    Asset Class Score % of Assets Expense Ratio % Expense Rating
    Domestic Stock 3.1 20.66 0.63 Very Low
    International Stock 2.4 8.84 0.78 Below Avg
    Municipal Bond -- -- -- --
    Taxable Bond -- 0.29 -- --
    *Doesn't include money market assets.

    Top 20 US Holdings | Get Price Quotes
    09-21-18

      Sector YTD Return % % Net Assets  
    Microsoft Corp* Technology 35.05 0.06
    Anthem Inc* Healthcare 22.11 0.05
    JPMorgan Chase & Co* Financial Services 11.77 0.04
    Lam Research Corp* Technology -13.96 0.04
    Micron Technology Inc* Technology 8.80 0.04
    AbbVie Inc* Healthcare -1.88 0.03
    Baxter International Inc* Healthcare 20.53 0.03
    Cheniere Energy Inc* Energy 24.41 0.03
    Facebook Inc A* Technology -7.67 0.03
    General Dynamics Corp* Industrials 1.92 0.03
    Johnson & Johnson* Healthcare 4.15 0.03
    Spirit AeroSystems Holdings Inc* Industrials 7.55 0.03
    UnitedHealth Group Inc* Healthcare 22.12 0.03
    Walt Disney Co* Consumer Cyclical 3.47 0.03
    Allergan PLC* Healthcare 18.27 0.02
    Best Buy Co Inc* Consumer Cyclical 19.75 0.02
    Booking Holdings Inc* Consumer Cyclical 12.60 0.02
    Cigna Corp* Healthcare -0.40 0.02
    Consolidated Edison Inc* Utilities -5.79 0.02
    Discovery Inc Class A* Consumer Cyclical 42.09 0.02

    Best 5-Year Relative Performance | More
    09-21-18

    Worst 5-Year Relative Performance | More
    09-21-18

    Longest Manager Tenure | More
    09-21-18

    Fund Name   Manager Name Avg Manager Tenure  
    AQR International Mo Clifford S. Asness 8.50
    AQR Large Cap Moment Clifford S. Asness 8.50
    AQR Small Cap Moment Clifford S. Asness 8.50
    AQR Diversified Arbi Ronen Israel 7.90
    AQR Managed Futures Clifford S. Asness 7.80

    Shortest Manager Tenure | More
    09-21-18

    Fund Name   Manager Name Avg Manager Tenure  
    AQR Core Plus Bond I Jordan Brooks 0.50
    AQR Alternative Risk Ronen Israel 1.00
    AQR Emerging Relaxed Michele L. Aghassi 1.80
    AQR International Re Michele L. Aghassi 1.80
    AQR Large Cap Relaxe Michele L. Aghassi 1.80