AQR Funds Fund Family Report
|
Performance
06-30-18
Total ReturnCategory
Average
| Total Return | 5.98 | 2.73 | -0.88 | 8.56 | -4.79 |
| Category Average | 5.47 | -1.16 | 1.03 | 8.57 | -1.11 |
| Assets for Each Yr* | 15.62 | 22.42 | 32.53 | 38.20 | 36.20 |
*billions
Trailing Returns %
06-30-18
| YTD | 3 Year | 5 Year | |||
|---|---|---|---|---|---|
| Fund Family | -4.79 | 1.43 | 3.45 | ||
Key Stats
06-30-18
| Total Assets* | Min. Investment | Load (% of Assets) | No Load (% of Assets) |
|---|---|---|---|
| $36,203 mil | $1,000,000 | 0.00 | 100.00 |
| Asset Class | Score | % of Assets | Expense Ratio % | Expense Rating |
| Domestic Stock | 3.1 | 18.10 | 0.63 | Very Low |
| International Stock | 2.5 | 8.47 | 0.78 | Below Avg |
| Municipal Bond | -- | -- | -- | -- |
| Taxable Bond | -- | 0.28 | -- | -- |
*Doesn't include money market assets.
Top 20 US Holdings | Get Price Quotes
07-20-18
| Sector | YTD Return % | % Net Assets | ||
|---|---|---|---|---|
| Intel Corp* | Technology | 13.76 | 0.08 | |
| Amazon.com Inc* | Consumer Cyclical | 55.09 | 0.05 | |
| Apple Inc* | Technology | 13.93 | 0.05 | |
| Lam Research Corp* | Technology | -2.53 | 0.05 | |
| Micron Technology Inc* | Technology | 33.80 | 0.05 | |
| Microsoft Corp* | Technology | 25.22 | 0.05 | |
| Boeing Co* | Industrials | 21.50 | 0.04 | |
| eBay Inc* | Consumer Cyclical | -9.38 | 0.04 | |
| AbbVie Inc* | Healthcare | -5.35 | 0.03 | |
| Aflac Inc* | Financial Services | -0.71 | 0.03 | |
| Allergan PLC* | Healthcare | 5.90 | 0.03 | |
| Amgen Inc* | Healthcare | 11.06 | 0.03 | |
| Facebook Inc A* | Technology | 18.97 | 0.03 | |
| FirstEnergy Corp* | Utilities | 17.67 | 0.03 | |
| JPMorgan Chase & Co* | Financial Services | 5.63 | 0.03 | |
| Johnson & Johnson* | Healthcare | -8.68 | 0.03 | |
| Spirit AeroSystems Holdings Inc* | Industrials | 3.12 | 0.03 | |
| Square Inc A* | Technology | 103.09 | 0.03 | |
| Tenaris SA* | Energy | 17.79 | 0.03 | |
| Walt Disney Co* | Consumer Cyclical | 4.47 | 0.03 | |
Best 5-Year Relative Performance | More
07-20-18
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR Large Cap Defensive Styl | 1 | -- | ||
| AQR Long-Short Equity I | 1 | 08-16-17 | ||
| AQR Risk-Balanced Commoditie | 16 | -- | ||
| AQR International Defensive | 25 | -- | ||
| AQR Diversified Arbitrage I | 37 | 04-24-18 | ||
Worst 5-Year Relative Performance | More
07-20-18
| Fund Name | 5-Yr Rank | Analyst Report | ||
|---|---|---|---|---|
| AQR International Momentum S | 99 | -- | ||
| AQR TM International Momentu | 98 | -- | ||
| AQR Emerging Defensive Style | 90 | -- | ||
| AQR International Multi-Styl | 86 | -- | ||
| AQR TM Small Cap Momentum St | 75 | -- | ||
Lowest Expenses | More
07-20-18
| 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
07-20-18
| 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
07-20-18
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR International Mo | Clifford S. Asness | 8.30 | ||
| AQR Large Cap Moment | Clifford S. Asness | 8.30 | ||
| AQR Small Cap Moment | Clifford S. Asness | 8.30 | ||
| AQR Diversified Arbi | Ronen Israel | 7.70 | ||
| AQR Managed Futures | Clifford S. Asness | 7.70 | ||
Shortest Manager Tenure | More
07-20-18
| Fund Name | Manager Name | Avg Manager Tenure | ||
|---|---|---|---|---|
| AQR Alternative Risk | Ronen Israel | 0.80 | ||
| AQR Emerging Relaxed | Michele L. Aghassi | 1.60 | ||
| AQR International Re | Michele L. Aghassi | 1.60 | ||
| AQR Large Cap Relaxe | Michele L. Aghassi | 1.60 | ||
| AQR Small Cap Relaxe | Michele L. Aghassi | 1.60 | ||