AQMIX
AQR Managed Futures Strategy Fund
1W: -0.4%
1M: -1.6%
3M: +6.4%
YTD: +15.8%
1Y: +18.7%
3Y: +34.2%
5Y: +86.8%
$11.20
+0.01 (+0.09%)
Weekly Expected Move ±0.7%
$11
$11
$11
$11
$11
Key Statistics
AUM$3.7B
Holdings1,542
Top 10 Wt5.5%
Volume0
Avg Volume0
Beta-0.13
Portfolio Fundamentals
P/E11.0
P/B1.3
Div Yield91.14%
ROE13.1%
% Profitable35%
Inception2010-01-05
Sector Allocation
Other
73.5%
Financial Services
2.6%
Technology
2.5%
Utilities
1.3%
Industrials
1.3%
Basic Materials
-0.3%
+6 more
Top 10 Holdings
| # | Name | Ticker | Weight % | Market Value | Shares |
|---|---|---|---|---|---|
| 1 | Limited Purpose Cash Investment Fund | — | 15.15% | $485.4M | 485,439,207 |
| 2 | United States of America | — | 8.47% | $271.5M | 273,893,000 |
| 3 | United States of America | — | 6.83% | $218.9M | 221,007,000 |
| 4 | United States of America | — | 4.18% | $133.9M | 135,000,000 |
| 5 | United States of America | — | 3.23% | $103.5M | 103,843,000 |
| 6 | United States of America | — | 2.91% | $93.2M | 94,358,000 |
| 7 | United States of America | — | 2.78% | $88.9M | 90,275,000 |
| 8 | United States of America | — | 2.76% | $88.5M | 90,000,000 |
| 9 | United States of America | — | 2.64% | $84.7M | 85,717,000 |
| 10 | United States of America | — | 2.40% | $76.9M | 77,968,000 |