C
AQR Managed Futures Strategy Fund Class R6 AQMRX
NASDAQ
Recommendation
NAV
Total Assets
Dividend Yield
Turnover Ratio
Expense Ratio
Weiss Ratings AQMRX-NASDAQ Click to
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Rating C
Reward Index Fair
Reward Grade C
Risk Index Good
Risk Grade B
Company Info AQMRX-NASDAQ Click to
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Provider AQR Funds
Manager/Tenure (Years) Clifford S. Asness (16), John M. Liew (16), Erik Stamelos (4), 4 others
Website http://www.aqrfunds.com
Fund Information AQMRX-NASDAQ Click to
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Fund Name AQR Managed Futures Strategy Fund Class R6
Category Systematic Trend
Sub-Category Alternative Miscellaneous
Prospectus Objective Growth and Income
Inception Date Sep 02, 2014
Open/Closed To New Investors Open
Minimum Initial Investment 50,000,000.00
Minimum Subsequent Investment --
Front End Fee --
Back End Fee --
Dividends and Shares AQMRX-NASDAQ Click to
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Dividend Yield 1.95%
Dividend AQMRX-NASDAQ Click to
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Dividend Yield (Forward) 2.24%
Asset Allocation AQMRX-NASDAQ Click to
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Cash 48.78%
Stock -0.11%
U.S. Stock 2.47%
Non-U.S. Stock -2.58%
Bond 21.24%
U.S. Bond 193.06%
Non-U.S. Bond -171.82%
Preferred 0.05%
Convertible 0.00%
Other Net 30.04%
Price History AQMRX-NASDAQ Click to
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7-Day Total Return 2.52%
30-Day Total Return 4.37%
60-Day Total Return 6.08%
90-Day Total Return 1.19%
Year to Date Total Return 14.49%
1-Year Total Return 24.05%
2-Year Total Return 39.22%
3-Year Total Return 41.27%
5-Year Total Return 99.75%
Price AQMRX-NASDAQ Click to
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Closing Price --
1-Month Low Price --
1-Month High Price --
52-Week Low Price --
52-Week Low Price (Date) --
52-Week High Price --
52-Week High Price (Date) --
NAV AQMRX-NASDAQ Click to
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Nav $10.98
1-Month Low NAV $10.46
1-Month High NAV $10.98
52-Week Low NAV $9.03
52-Week Low NAV (Date) Sep 05, 2025
52-Week High NAV $10.98
52-Week High Price (Date) Sep 02, 2026
Beta / Standard Deviation AQMRX-NASDAQ Click to
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Beta -0.61
Standard Deviation 9.39
Balance Sheet AQMRX-NASDAQ Click to
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Total Assets 3.47B
Operating Ratios AQMRX-NASDAQ Click to
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Expense Ratio 3.01%
Turnover Ratio 412.00%
Performance AQMRX-NASDAQ Click to
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Last Bull Market Total Return 20.19%
Last Bear Market Total Return 11.38%