AQMIX
AQR Managed Futures Strategy Fund
1W: -0.3%
1M: +3.6%
3M: +8.8%
YTD: +17.4%
1Y: +19.2%
3Y: +36.5%
5Y: +95.8%
$11.28
-0.06 (-0.53%)
Weekly Expected Move ±1.4%
$11
$11
$11
$12
$12
Key Statistics
AUM$3.5B
Holdings1,618
Top 10 Wt5.0%
Volume0
Avg Volume0
Beta-0.13
Portfolio Fundamentals
P/E46.4
P/B10.0
Div Yield-5.40%
ROE24.4%
% Profitable39%
Inception2010-01-05
Sector Allocation
Other
80.8%
Basic Materials
2.0%
Financial Services
1.6%
Industrials
1.3%
Consumer Cyclical
1.1%
Energy
0.7%
+6 more
Top 10 Holdings
| # | Name | Ticker | Weight % | Market Value | Shares |
|---|---|---|---|---|---|
| 1 | Limited Purpose Cash Investment Fund | — | 22.40% | $670.9M | 670,857,606 |
| 2 | United States of America | — | 8.05% | $241.2M | 245,493,000 |
| 3 | United States of America | — | 5.64% | $168.9M | 170,000,000 |
| 4 | United States of America | — | 4.97% | $148.8M | 150,000,000 |
| 5 | United States of America | — | 4.43% | $132.7M | 135,000,000 |
| 6 | United States of America | — | 4.28% | $128.2M | 129,591,000 |
| 7 | United States of America | — | 4.17% | $125.0M | 125,626,000 |
| 8 | United States of America | — | 3.42% | $102.5M | 103,843,000 |
| 9 | United States of America | — | 3.31% | $99.2M | 101,007,000 |
| 10 | United States of America | — | 2.51% | $75.1M | 76,000,000 |