AQR Funds Fund Family Report
|
Performance
04-30-18
Total ReturnCategory
Average
| Total Return | 5.98 | 2.73 | -0.88 | 8.56 | -1.76 |
| Category Average | 5.47 | -1.16 | 1.03 | 8.57 | -1.11 |
| Assets for Each Yr* | 15.62 | 22.42 | 32.53 | 38.20 | 38.97 |
*billions
Trailing Returns %
04-30-18
| YTD | 3 Year | 5 Year | |||
|---|---|---|---|---|---|
| Fund Family | -1.76 | 1.58 | 3.48 | ||
Key Stats
04-30-18
| Total Assets* | Min. Investment | Load (% of Assets) | No Load (% of Assets) |
|---|---|---|---|
| $38,968 mil | $1,000,000 | 0.00 | 100.00 |
| Asset Class | Score | % of Assets | Expense Ratio % | Expense Rating |
| Domestic Stock | 3.1 | 15.93 | 0.63 | Very Low |
| International Stock | 2.7 | 8.15 | 0.78 | Below Avg |
| Municipal Bond | -- | -- | -- | -- |
| Taxable Bond | -- | 0.26 | -- | -- |
*Doesn't include money market assets.
Top 20 US Holdings | Get Price Quotes
05-23-18
| Sector | YTD Return % | % Net Assets | ||
|---|---|---|---|---|
| Intel Corp* | Technology | 20.91 | 0.08 | |
| Anthem Inc* | Healthcare | 3.47 | 0.06 | |
| Amazon.com Inc* | Consumer Cyclical | 36.97 | 0.05 | |
| Microsoft Corp* | Technology | 16.32 | 0.05 | |
| Lam Research Corp* | Technology | 10.72 | 0.05 | |
| Micron Technology Inc* | Technology | 45.84 | 0.05 | |
| Apple Inc* | Technology | 12.11 | 0.05 | |
| Exelon Corp* | Utilities | 4.01 | 0.05 | |
| LyondellBasell Industries NV* | Basic Materials | 5.75 | 0.05 | |
| Boeing Co* | Industrials | 22.96 | 0.04 | |
| Gilead Sciences Inc* | Healthcare | -4.05 | 0.04 | |
| Mandatory Exchangeable Trust* | Financial Services | 0.04 | ||
| eBay Inc* | Consumer Cyclical | 0.79 | 0.04 | |
| Allstate Corp* | Financial Services | -8.27 | 0.04 | |
| Alphabet Inc A* | Technology | 3.09 | 0.04 | |
| Biogen Inc* | Healthcare | -10.93 | 0.03 | |
| Facebook Inc A* | Technology | 5.92 | 0.03 | |
| Hess Corp* | Energy | 33.49 | 0.03 | |
| Humana Inc* | Healthcare | 17.87 | 0.03 | |
| Raytheon Co* | Industrials | 13.28 | 0.03 | |
Best 5-Year Relative Performance | More
05-23-18
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR Large Cap Defensive Styl | 2 | -- | ||
| AQR Risk-Balanced Commoditie | 7 | -- | ||
| AQR Multi-Strategy Alternati | 10 | 03-06-18 | ||
| AQR International Equity I | 23 | -- | ||
| AQR Global Equity N | 26 | -- | ||
Worst 5-Year Relative Performance | More
05-23-18
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR TM International Momentu | 96 | -- | ||
| AQR International Momentum S | 95 | -- | ||
| AQR Emerging Defensive Style | 93 | -- | ||
| AQR International Multi-Styl | 79 | -- | ||
| AQR Managed Futures Strategy | 70 | 12-26-17 | ||
Lowest Expenses | More
05-23-18
| Fund Name | Expense Ratio | Analyst Report | ||
|---|---|---|---|---|
| AQR TM Large Cap Multi-Style | 0.35 | -- | ||
| AQR Large Cap Defensive Styl | 0.40 | -- | ||
| AQR Large Cap Momentum Style | 0.40 | 02-28-18 | ||
| AQR TM Large Cap Momentum St | 0.40 | -- | ||
| AQR Large Cap Multi-Style I | 0.44 | 07-03-17 | ||
Highest Expenses | More
05-23-18
| Fund Name | Expense Ratio | Analyst Report | ||
|---|---|---|---|---|
| AQR Multi-Strategy Alternati | 1.97 | 03-06-18 | ||
| AQR Managed Futures Strategy | 1.64 | 01-18-18 | ||
| AQR Style Premia Alternative | 1.49 | 12-11-17 | ||
| AQR Managed Futures Strategy | 1.46 | 12-26-17 | ||
| AQR Global Macro I | 1.40 | -- | ||
Longest Manager Tenure | More
05-23-18
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR International Mo | Clifford S. Asness | 8.20 | ||
| AQR Large Cap Moment | Clifford S. Asness | 8.20 | ||
| AQR Small Cap Moment | Clifford S. Asness | 8.20 | ||
| AQR Diversified Arbi | Ronen Israel | 7.60 | ||
| AQR Managed Futures | Clifford S. Asness | 7.50 | ||
Shortest Manager Tenure | More
05-23-18
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR Alternative Risk | Ronen Israel | 0.70 | ||
| AQR Emerging Relaxed | Michele L. Aghassi | 1.40 | ||
| AQR International Re | Michele L. Aghassi | 1.40 | ||
| AQR Large Cap Relaxe | Michele L. Aghassi | 1.40 | ||
| AQR Small Cap Relaxe | Michele L. Aghassi | 1.40 | ||