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Home>Fund Pages>AQR Capital Management LLC >AQR Managed Futures Strategy Fund>AQMIX Class I Shares

AQR Managed Futures Strategy Fund I - AQMIX

Profile AssetsFlowsFeesPerformanceManagers

AQR Managed Futures Strategy Fund I - AQMIX

Profile AssetsFlowsFeesPerformanceManagers

Profile

Data Providers

Quote

  • nav ($)
    8.64
  • nav change
    0.01 / 0.1%
(As of Tuesday June 25, 2019)

Overview

  • distribution channel

    Institutional

  • ticker

    AQMIX

  • category

    Alternative Managed Futures Funds

  • management type

    Active

  • total assets

    $3.36B

Read description

Fund Scorecard

assets
$3B
Great
flows
$2B
Great
fees
1.16%
Below Average
turnover
N/A
performance
0.58%
Average
manager tenure
5.8
Above Average

Advisors Using This Fund

Holders

ETF Holders

Filing period ending
There is no ETF data available to display at this time.

Balance Summary

holder

    Assets

    Net Assets

    Total Net Assets

    $3.36B

    (Through May 2019)
    There is no Assets data available to display at this time.

    Flows

    Net Flows

    1 Year Net Flows

    $2.05B

    (Through Jul 2016)
    There is no Flow data available to display at this time.
    * BrightScope's primary source for fund flow data is the SEC Form N-SAR filing.

    Fees

    Fee Comparison

    expense ratio

    1.16%

    Below Average
    There is no Fee data available to display at this time.
    Why Do Investment Expenses Matter?
    Ryan Alfred

    Turnover

    turnover

    0%

    Below Average
    There is no Turnover data available to display at this time.
    Why Does Fund Turnover Matter?
    Ryan Alfred

    Performance

    Growth of 10k

    1 Year Return

    0.58%

    There is no Performance data available to display at this time.
    Peer Group consists of 114 Alternative Managed Futures Funds funds distributed through Institutional channels.

    Risk
    Standard Deviation ¹ 2.44
    Sharpe Ratio ² -0.67
    R-Squared ³ 0.08
    Beta ³ 0.20
    ¹ Calculated using a 36 month sample population.
    ² Calculated using a 36 month sample population benchmarked to the U.S. 3-Month T-Bill Total Return Index.
    ³ Calculated using a 36 month sample population benchmarked to the S&P 500 Monthly Reinvest Index.

    Rank in Category

    YTD
    1y
    3y
    5y
    [rank] out of [[total]]
    Alternative Managed Futures Funds

    [[percentile|ordinalNumber]]

    percentile

    N/A

    There is no Rank in Category data available to display at this time

    Managers

    Current Fund Managers

    • Yao Hua Ooi

      01-01-2010 - present

    • John M. Liew

      01-01-2010 - present

    • Brian K. Hurst

      01-01-2010 - present

    • Clifford S. Asness

      01-01-2010 - present

    • Ari Levine

      01-01-2014 - present