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AQR Managed Futures Strategy HV NQMHNX

Performance (before sales charge)

As of 08/31/2022

All information is historical and not indicative of future results. Current performance may be lower or higher than the quoted past performance, which cannot guarantee results. Share price, principal value, and return will vary, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. After-sales-charge returns reflect the maximum sales charge applicable to the fund. Performance may not reflect any expense limitation or subsidies currently in effect. Short-term trading fees may apply. To obtain the most recent month-end performance, visit Morningstar.com.

Asset allocation

As of 06/30/2022
Stock
0.16%
Non-U.S. Stock
-0.43%
Bond
586.74%
Non-U.S. Bond
8.42%
Preferred
0.00%
Convertible
0.00%
Cash
-522.08%
Other
27.20%

Due to rounding, percentages may not equal 100%.

Sectors

As of 06/30/2022

Basic materials

0.00%

Consumer cyclical

0.00%

Financial services

0.00%

Real estate

0.00%

Consumer defensive

0.00%

Health care

0.00%

Utilities

0.00%

Communication services

0.00%

Energy

0.00%

Industrials

0.00%

Technology

0.00%

Top 10 holdings

As of 06/30/2022

Cash Offset
559.49%
IRS EURI/0.75 EUR1224 Receive
95.19%
IRS EURI/0.75 EUR1224 Receive
93.33%
Ois Sofr /2% Usd1224
92.04%
Ois Sofr /2% Usd1224
90.26%
Ois Sonia /2% Gbp1224
89.89%
Ois Sonia /2% Gbp1224
88.61%
Ois Sofr /2% Usd1227
49.29%
IRS EURI/0.75 EUR1227 Receive
49.13%
Ois Sofr /2% Usd1227
47.47%
Fund assets

$140.69 Million

Share class

N

Morningstar category

Systematic Trend

Expense ratio

1.92%

Investment objective

Growth and Income

Documents
    Compare against similar funds*

    * “Similar funds” are top 10 performing funds in the same Morningstar category and share class , defaulted to 5 Year at NAV.