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
ETF-Level Metrics
AUM$1.8B
Holdings1,684
Top 10 Wt8.4%
Beta-0.22
% Profitable42%
Coverage-3%
Portfolio Valuation
P/E35.6
P/B5.2
P/S4.8
EV/EBITDA12.6
P/FCF40.3
PEG0.02
Profitability & Returns
Gross Margin34.1%
Net Margin13.6%
ROE16.8%
ROA-4.4%
ROIC-56.3%
Div Yield-2.26%
Leverage & Liquidity
Debt/Equity-1.41
Debt/Assets0.44
Net Debt/EBITDA-3.8x
Interest Cov-14.9x
Current Ratio-0.41
Quick Ratio-0.12
Growth (YoY)
Revenue+276.7%
Net Income-347.2%
EPS-544.0%
FCF-432.6%
EBITDA+32.9%
Rev CAGR 3Y+304.4%
Quality Scores
Piotroski F-8.7
Altman Z123.19
IS Quality61.7
IS Overall53.1
IS Value-0.9
Median P/E18.7
Sector Breakdown
12 sectors| Sector | # Holdings | Total Weight % | Avg P/E |
|---|---|---|---|
| Other | 1956 | 67.9% | — |
| Industrials | 324 | 4.0% | 30.5 |
| Financial Services | 248 | 3.5% | 14.3 |
| Consumer Cyclical | 210 | 2.5% | 26.2 |
| Basic Materials | 123 | 2.2% | 22.9 |
| Energy | 68 | 1.7% | 13.6 |
| Communication Services | 70 | 0.3% | 14.9 |
| Utilities | 76 | -1.2% | 19.5 |
| Consumer Defensive | 108 | -2.9% | 21.1 |
| Real Estate | 66 | -3.0% | 67.8 |
| Technology | 233 | -4.0% | 64.4 |
| Healthcare | 161 | -6.7% | 19.8 |
Smart Money Overlap
20 holdings with signals| Symbol | Company | Weight % | Signals | Badge | Insider Buys | Congress | Since Signal |
|---|---|---|---|---|---|---|---|
| TCBI | Texas Capital Bancshares, Inc. | 0.26% | 4 | Bullish | 1 | 4 | -9.2% |
| CEG | Constellation Energy Corporation | 0.23% | 4 | Bullish | 1 | 4 | -7.3% |
| CASY | Casey's General Stores, Inc. | 0.11% | 4 | Bullish | 1 | 2 | -20.7% |
| PODD | Insulet Corp. | 0.07% | 4 | Bullish | 2 | 2 | -11.1% |
| ACI | Albertsons Companies, Inc. | -0.02% | 4 | Bullish | 4 | 1 | +1.6% |
| HLI | Houlihan Lokey, Inc. | -0.03% | 4 | Bullish | 1 | 3 | -2.0% |
| POOL | Pool Corporation | -0.06% | 4 | Bullish | 5 | 2 | -7.3% |
| CDW | CDW Corporation | -0.07% | 4 | Bullish | 2 | 1 | -2.4% |
| MSCI | MSCI Inc. | -0.09% | 4 | Bullish | 8 | 1 | -4.3% |
| ERIE | Erie Indemnity Company | -0.11% | 4 | Bullish | 3 | 4 | +6.5% |
| TSCO | Tractor Supply Company | -0.13% | 4 | Bullish | 4 | 4 | -9.6% |
| VST | Vistra Corp. | -0.14% | 4 | Bullish | 3 | 1 | +1.4% |
| GEHC | GE HealthCare Technologies Inc. | -0.17% | 4 | Bullish | 8 | 6 | -8.1% |
| Q | Qnity Electronics, Inc. | -0.18% | 4 | Bullish | 1 | 2 | -4.9% |
| GBCI | Glacier Bancorp, Inc. | -0.22% | 4 | Bullish | 1 | 2 | -6.3% |
| HOOD | Robinhood Markets, Inc. | -0.23% | 4 | Bullish | 4 | 3 | +36.7% |
| CSGP | CoStar Group, Inc. | -0.24% | 4 | Bullish | 3 | 1 | -18.8% |
| BRO | Brown & Brown, Inc. | -0.29% | 4 | Bullish | 2 | 2 | +1.3% |
| CVNA | Carvana Co. | -0.35% | 4 | Bullish | 2 | 5 | +2.3% |
| AVTR | Avantor, Inc. | 0.07% | 3 | Bullish | 2 | 0 | +84.6% |
Showing 50 of 3643 holdings
· Page 1 of 73
| # | Name | Ticker | Weight % ▼ | Mkt Value | Shares | P/E | Mkt Cap | Sector |
|---|---|---|---|---|---|---|---|---|
| 1 | Limited Purpose Cash Investment Fund Cash | — | 20.44% | $254.8M | 254,844,889 | — | — | — |
| 2 | United States of America Private | — | 9.13% | $113.9M | 115,918,000 | — | — | — |
| 3 | United States of America Private | — | 6.41% | $80.0M | 81,290,000 | — | — | — |
| 4 | United States of America Private | — | 4.34% | $54.1M | 55,138,000 | — | — | — |
| 5 | United States of America Private | — | 3.64% | $45.4M | 46,171,000 | — | — | — |
| 6 | United States of America Private | — | 2.66% | $33.1M | 33,223,000 | — | — | — |
| 7 | United States of America Private | — | 2.56% | $32.0M | 32,104,000 | — | — | — |
| 8 | United States of America Private | — | 2.13% | $26.6M | 26,648,000 | — | — | — |
| 9 | United States of America Private | — | 2.10% | $26.1M | 26,518,000 | — | — | — |
| 10 | United States of America Private | — | 1.90% | $23.7M | 23,867,000 | — | — | — |
| 11 | United States of America Private | — | 1.84% | $23.0M | 23,132,000 | — | — | — |
| 12 | Goldman Sachs Financial Square Funds - Treasury Instruments Fund | FTIXX | 1.75% | $21.8M | 21,798,357 | — | $102.9B | Financial Services |
| 13 | United States of America Private | — | 1.66% | $20.7M | 20,987,000 | — | — | — |
| 14 | United States of America Private | — | 1.05% | $13.1M | 13,276,000 | — | — | — |
| 15 | Bristol-Myers Squibb Co. | BMY.SW | 0.88% | $11.0M | 181,272 | 13.5 | $87.7B | Healthcare |
| 16 | Microsoft Corp. | 4338.HK | 0.85% | $10.6M | 28,643 | 11.3 | $24.7T | Technology |
| 17 | Adobe, Inc. | ADBE.SW | 0.82% | $10.2M | 41,831 | 13.2 | $81.5B | Technology |
| 18 | BNP Paribas SA | BNP.SW | 0.75% | $8.1M | 98,110 | 8.0 | $130.6B | Financial Services |
| 19 | Stifel Financial Corp. | SF | 0.70% | $8.8M | 118,443 | 7.7 | $10.7B | Financial Services |
| 20 | Edison International | 0IFJ.L | 0.68% | $8.5M | 115,588 | 5.5 | $20.6B | Utilities |
| 21 | ASML Holding NV | ASML.WA | 0.67% | $7.2M | 6,275 | 60.0 | $2.7T | Technology |
| 22 | FedEx Corp. | FDX.SW | 0.64% | $8.0M | 22,402 | 15.8 | $43.4B | Industrials |
| 23 | PG&E Corp. | 0QR3.L | 0.64% | $7.9M | 452,307 | 8.9 | $27.1B | Utilities |
| 24 | N/A Private | — | 0.62% | $7.7M | 291 | — | — | — |
| 25 | TJX Cos., Inc. (The) | 0LCE.L | 0.61% | $7.6M | 47,590 | 24.5 | $164.0B | Consumer Cyclical |
| 26 | Lockheed Martin Corp. | LMT.SW | 0.61% | $7.6M | 12,524 | 27.0 | $107.0B | Industrials |
| 27 | TotalEnergies SE | FP.SW | 0.59% | $6.4M | 80,424 | 22.2 | $137.8B | Energy |
| 28 | Costco Wholesale Corp. | 0QQT.L | 0.59% | $7.4M | 7,391 | -10.1 | $80M | Utilities |
| 29 | United States of America Private | — | 0.59% | $7.3M | 7,379,000 | — | — | — |
| 30 | International Business Machines Corp. | IBM.L | 0.57% | $7.1M | 29,489 | 14.5 | $192.6B | Technology |
| 31 | Novartis AG | NOVN.SW | 0.56% | $5.6M | 45,807 | 21.3 | $221.1B | Healthcare |
| 32 | United States of America Private | — | 0.56% | $7.0M | 7,000,000 | — | — | — |
| 33 | Micron Technology, Inc. | MTE.DE | 0.56% | $7.0M | 20,682 | 14.3 | $1.1T | Technology |
| 34 | Deutsche Bank AG | DBK.SW | 0.56% | $6.0M | 233,197 | 8.2 | $59.2B | Financial Services |
| 35 | United States of America Private | — | 0.55% | $6.9M | 7,000,000 | — | — | — |
| 36 | United States of America Private | — | 0.55% | $6.9M | 7,007,000 | — | — | — |
| 37 | Travelers Cos., Inc. (The) | 0R03.L | 0.55% | $6.8M | 23,459 | 9.5 | $78.5B | Financial Services |
| 38 | Cummins, Inc. | 0I58.L | 0.55% | $6.8M | 12,680 | 26.9 | $73.1B | Industrials |
| 39 | Astellas Pharma, Inc. | 4503.T | 0.54% | $1.1B | 416,800 | 11.0 | $4.0T | Healthcare |
| 40 | Netflix, Inc. | NFC.DE | 0.54% | $6.8M | 70,390 | 20.8 | $248.5B | Communication Services |
| 41 | Sumitomo Mitsui Trust Group, Inc. | CMTDF | 0.53% | $1.1B | 208,800 | 13.2 | $29.8B | Financial Services |
| 42 | McDonald's Corp. | MDO.DE | 0.53% | $6.6M | 21,395 | 18.8 | $146.0B | Consumer Cyclical |
| 43 | Wartsila OYJ Abp | WRTBF | 0.53% | $5.7M | 175,928 | 26.0 | $20.3B | Industrials |
| 44 | Gartner, Inc. | 0ITV.L | 0.51% | $6.4M | 40,438 | 16.6 | $13.2B | Technology |
| 45 | Mueller Industries, Inc. | MLI | 0.51% | $6.4M | 57,479 | 16.0 | $13.8B | Industrials |
| 46 | Dow, Inc. | 0A1S.L | 0.49% | $6.2M | 147,884 | -15.5 | $17.8B | Basic Materials |
| 47 | EMCOR Group, Inc. | EME | 0.49% | $6.1M | 8,246 | 24.6 | $34.7B | Industrials |
| 48 | Mitsui OSK Lines Ltd. | MSLOF | 0.48% | $957.1M | 145,100 | 11.1 | $15.8B | Industrials |
| 49 | United States of America Private | — | 0.48% | $6.0M | 5,966,000 | — | — | — |
| 50 | Hewlett Packard Enterprise Co. | 2HP.DE | 0.48% | $5.9M | 249,676 | 34.5 | $81.2B | Technology |