AQR Funds Fund Family Report
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Performance
07-31-17
Total ReturnCategory
Average
| Total Return | 8.72 | 5.98 | 2.73 | -0.88 | 2.32 |
| Category Average | 5.96 | 5.47 | -1.16 | 1.03 | 3.46 |
| Assets for Each Yr* | 13.82 | 15.62 | 22.42 | 32.53 | 36.08 |
*billions
Trailing Returns %
07-31-17
| YTD | 3 Year | 5 Year | |||
|---|---|---|---|---|---|
| Fund Family | 2.32 | 3.73 | 4.24 | ||
Key Stats
07-31-17
| Total Assets* | Min. Investment | Load (% of Assets) | No Load (% of Assets) |
|---|---|---|---|
| $36,077 mil | $1,000,000 | 0.00 | 100.00 |
| Asset Class | Score | % of Assets | Expense Ratio % | Expense Rating |
| Domestic Stock | 2.6 | 15.30 | 0.55 | Very Low |
| International Stock | 2.9 | 7.38 | 0.72 | Very Low |
| Municipal Bond | -- | -- | -- | -- |
| Taxable Bond | -- | -- | -- | -- |
*Doesn't include money market assets.
Top 20 US Holdings | Get Price Quotes
08-17-17
| Sector | YTD Return % | % Net Assets | ||
|---|---|---|---|---|
| Apple Inc* | Technology | 37.88 | 0.11 | |
| Intel Corp* | Technology | -0.81 | 0.06 | |
| UnitedHealth Group Inc* | Healthcare | 21.27 | 0.06 | |
| DexCom Inc* | Healthcare | 21.91 | 0.06 | |
| Merck & Co Inc* | Healthcare | 6.64 | 0.06 | |
| Lam Research Corp* | Technology | 50.72 | 0.06 | |
| Acadia Healthcare Co Inc* | Healthcare | 41.96 | 0.06 | |
| Alphabet Inc A* | Technology | 17.06 | 0.06 | |
| Amazon.com Inc* | Consumer Cyclical | 28.10 | 0.06 | |
| Anthem Inc* | Healthcare | 34.42 | 0.06 | |
| Envision Healthcare Corp* | Healthcare | -21.19 | 0.06 | |
| Microsoft Corp* | Technology | 18.39 | 0.05 | |
| VeriSign Inc* | Technology | 28.74 | 0.05 | |
| JPMorgan Chase & Co* | Financial Services | 6.77 | 0.05 | |
| The Ultimate Software Group Inc* | Technology | 4.90 | 0.05 | |
| AT&T Inc* | Communication Services | -8.14 | 0.04 | |
| Arista Networks Inc* | Technology | 76.77 | 0.04 | |
| Ball Corp* | Consumer Cyclical | 7.73 | 0.04 | |
| Bank of America Corporation* | Financial Services | 7.65 | 0.04 | |
| Cirrus Logic Inc* | Technology | -3.17 | 0.04 | |
Best 5-Year Relative Performance | More
08-17-17
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR Large Cap Defensive Styl | 2 | -- | ||
| AQR International Equity I | 7 | -- | ||
| AQR Multi-Strategy Alternati | 9 | 03-23-17 | ||
| AQR Global Equity I | 14 | -- | ||
| AQR Risk-Balanced Commoditie | 28 | -- | ||
Worst 5-Year Relative Performance | More
08-17-17
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR Emerging Defensive Style | 98 | -- | ||
| AQR International Momentum S | 91 | -- | ||
| AQR TM International Momentu | 88 | -- | ||
| AQR TM Large Cap Momentum St | 70 | -- | ||
| AQR Large Cap Momentum Style | 68 | 03-14-17 | ||
Lowest Expenses | More
08-17-17
| Fund Name | Expense Ratio | Analyst Report | ||
|---|---|---|---|---|
| AQR TM Large Cap Multi-Style | 0.35 | -- | ||
| AQR Large Cap Defensive Styl | 0.39 | -- | ||
| AQR Large Cap Momentum Style | 0.40 | 03-14-17 | ||
| AQR TM Large Cap Momentum St | 0.40 | -- | ||
| AQR Large Cap Multi-Style I | 0.45 | 07-03-17 | ||
Highest Expenses | More
08-17-17
| Fund Name | Expense Ratio | Analyst Report | ||
|---|---|---|---|---|
| AQR Multi-Strategy Alternati | 1.97 | 03-23-17 | ||
| AQR Managed Futures Strategy | 1.64 | 01-24-17 | ||
| AQR Style Premia Alternative | 1.49 | 12-20-16 | ||
| AQR Managed Futures Strategy | 1.47 | 01-12-17 | ||
| AQR Global Macro I | 1.41 | -- | ||
Longest Manager Tenure | More
08-17-17
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR International Mo | Clifford S. Asness | 7.40 | ||
| AQR Large Cap Moment | Clifford S. Asness | 7.40 | ||
| AQR Small Cap Moment | Clifford S. Asness | 7.40 | ||
| AQR Diversified Arbi | Ronen Israel | 6.80 | ||
| AQR Managed Futures | Clifford S. Asness | 6.80 | ||
Shortest Manager Tenure | More
08-17-17
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR Emerging Relaxed | Michele L. Aghassi | 0.70 | ||
| AQR International Re | Michele L. Aghassi | 0.70 | ||
| AQR Large Cap Relaxe | Michele L. Aghassi | 0.70 | ||
| AQR Small Cap Relaxe | Michele L. Aghassi | 0.70 | ||
| AQR Equity Market Ne | Andrea Frazzini | 2.10 | ||