QMHIX
AQR Managed Futures Strategy HV I
1W: -0.2%
1M: +5.8%
3M: +14.0%
YTD: +7.2%
$12.29
-0.09 (-0.73%)
Weekly Expected Move ±2.1%
$12
$12
$12
$13
$13
Key Statistics
AUM$1.8B
Holdings1,684
Top 10 Wt8.4%
Volume0
Avg Volume0
Beta-0.22
Portfolio Fundamentals
P/E35.6
P/B5.2
Div Yield-2.26%
ROE16.8%
% Profitable42%
Inception2013-07-16
Sector Allocation
Other
67.9%
Industrials
4.0%
Financial Services
3.5%
Consumer Cyclical
2.5%
Basic Materials
2.2%
Energy
1.7%
+6 more
Top 10 Holdings
| # | Name | Ticker | Weight % | Market Value | Shares |
|---|---|---|---|---|---|
| 1 | Limited Purpose Cash Investment Fund | — | 20.44% | $254.8M | 254,844,889 |
| 2 | United States of America | — | 9.13% | $113.9M | 115,918,000 |
| 3 | United States of America | — | 6.41% | $80.0M | 81,290,000 |
| 4 | United States of America | — | 4.34% | $54.1M | 55,138,000 |
| 5 | United States of America | — | 3.64% | $45.4M | 46,171,000 |
| 6 | United States of America | — | 2.66% | $33.1M | 33,223,000 |
| 7 | United States of America | — | 2.56% | $32.0M | 32,104,000 |
| 8 | United States of America | — | 2.13% | $26.6M | 26,648,000 |
| 9 | United States of America | — | 2.10% | $26.1M | 26,518,000 |
| 10 | United States of America | — | 1.90% | $23.7M | 23,867,000 |
Recent Holding Changes
No recent changes