AQR Funds Fund Family Report
|
Performance
08-31-18
Total ReturnCategory
Average
| Total Return | 5.98 | 2.73 | -0.88 | 8.56 | -3.11 |
| Category Average | 5.47 | -1.16 | 1.03 | 8.57 | 1.39 |
| Assets for Each Yr* | 15.62 | 22.42 | 32.53 | 38.20 | 35.18 |
*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
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR Large Cap Defensive Styl | 1 | -- | ||
| AQR Long-Short Equity I | 1 | 07-23-18 | ||
| AQR International Defensive | 16 | -- | ||
| AQR Risk-Balanced Commoditie | 20 | -- | ||
| AQR Global Equity N | 36 | -- | ||
Worst 5-Year Relative Performance | More
09-21-18
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR International Momentum S | 96 | -- | ||
| AQR TM International Momentu | 96 | -- | ||
| AQR Emerging Defensive Style | 87 | -- | ||
| AQR International Multi-Styl | 81 | -- | ||
| AQR TM Small Cap Momentum St | 78 | -- | ||
Lowest Expenses | More
09-21-18
| 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 | 05-30-18 | ||
Highest Expenses | More
09-21-18
| Fund Name | Expense Ratio | Analyst Report | ||
|---|---|---|---|---|
| AQR Alternative Risk Premia | 2.55 | 12-21-17 | ||
| AQR Multi-Strategy Alternati | 2.30 | 03-06-18 | ||
| AQR Style Premia Alternative | 2.21 | 12-11-17 | ||
| AQR Equity Market Neutral R6 | 2.07 | 07-24-18 | ||
| AQR Diversified Arbitrage I | 2.02 | 04-24-18 | ||
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 | ||