AQR Funds Fund Family Report
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    • Performance
    02-28-19

    Total ReturnCategory Average
    Total Return2.74-0.898.55-11.103.72
    Category Average-1.161.058.57-6.354.87
    Assets for Each Yr*22.4132.5238.1825.7025.96
    *billions

    Trailing Returns %
    02-28-19

      YTD 3 Year 5 Year    
    Fund Family 3.72 -0.44 1.77

    Key Stats
    02-28-19

    Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
    $25,960 mil $1,000,000 0.00 100.00
    Asset Class Score % of Assets Expense Ratio % Expense Rating
    Domestic Stock 2.4 26.74 0.74 Below Avg
    International Stock 2.7 10.38 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
    03-20-19

      Sector YTD Return % % Net Assets  
    Microsoft Corp* Technology 16.16 0.07
    Intel Corp* Technology 15.35 0.05
    Boeing Co* Industrials 17.28 0.04
    Pfizer Inc* Healthcare -2.57 0.04
    Alphabet Inc A* Technology 17.37 0.03
    Raytheon Co* Industrials 17.39 0.03
    Verizon Communications Inc* Communication Services 3.65 0.02
    Amgen Inc* Healthcare -1.08 0.02
    Berkshire Hathaway Inc B* Financial Services -0.45 0.02
    Cigna Corp* Healthcare -11.59 0.02
    Micron Technology Inc* Technology 26.47 0.02
    NextEra Energy Inc* Utilities 9.95 0.02
    Adobe Inc* Technology 14.81 0.02
    CME Group Inc Class A* Financial Services -12.00 0.02
    F5 Networks Inc* Technology -5.31 0.02
    Valero Energy Corp* Energy 16.50 0.02
    Huntington Ingalls Industries In* Industrials 8.04 0.02
    Intuitive Surgical Inc* Healthcare 18.82 0.02
    JPMorgan Chase & Co* Financial Services 7.89 0.02
    Ameren Corp* Utilities 11.46 0.01

    Best 5-Year Relative Performance | More
    03-20-19

    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 10 --
    AQR Multi-Asset I 22 12-11-18

    Worst 5-Year Relative Performance | More
    03-20-19

    Fund Name 5-Yr Rank Analyst Report  
    AQR TM International Momentu 95 --
    AQR Managed Futures Strategy 93 01-09-19
    AQR International Momentum S 90 --
    AQR TM Small Cap Momentum St 89 --
    AQR Small Cap Momentum Style 88 --

    Lowest Expenses | More
    03-20-19

    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
    03-20-19

    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 04-24-18

    Longest Manager Tenure | More
    03-20-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR International Mo Clifford S. Asness 9.00
    AQR Large Cap Moment Clifford S. Asness 9.00
    AQR Small Cap Moment Clifford S. Asness 9.00
    AQR Diversified Arbi Ronen Israel 8.40
    AQR Managed Futures Clifford S. Asness 8.30

    Shortest Manager Tenure | More
    03-20-19

    Fund Name   Manager Name Avg Manager Tenure  
    AQR Core Plus Bond R Jordan Brooks 1.00
    AQR Alternative Risk Ronen Israel 1.50
    AQR Emerging Relaxed Michele L. Aghassi 2.30
    AQR International Re Michele L. Aghassi 2.30
    AQR Large Cap Relaxe Michele L. Aghassi 2.30