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AQR Risk Parity Fund Class N – AQRNX Fund Overview

Last PriceToday's Change52-Week RangeTrading Volume
10.57-0.02 (-0.19%)10.10 - 12.060.0

Market data as of 6:05PM 03/27/15. Quotes are delayed by at least 15 min.

Overview - AQRNX

The investment seeks total return. The fund allocates assets among major liquid asset classes (including global developed and emerging market equities, bonds, currencies, and commodities). It will generally have some level of investment in the majority of asset classes and Instruments but there is no stated limit on the percentage of its assets in the fund can invest in a particular Instrument or the percentage of its assets in the fund will allocate to any one asset class, and at times the fund may focus on a small number of Instruments or asset classes. The fund is non-diversified.

Growth of $10,000 (10 Years)

Total Return7.73%
Yield (Trailing 12 Mo.)3.34%
Expense Ratio1.26%
Front LoadNone
Deferred LoadNone
Minimum Investment$1,000,000
Management Tenure4 Years
Fund Inception09/30/2010

Trailing Total Returns - AQRNX

as of 02/28/2015
TimeframeAQRNXS&P 500Tactical Allocation
1 Month1.33%5.75%2.03%
3 Month1.48%2.31%1.06%
1 Year8.91%15.51%3.62%
3 Year6.32%18.00%5.45%
5 Year--16.18%6.61%
10 Year--7.99%4.35%
Since Inception7.73%10.71%--

Sector Allocation - AQRNX

as of 02/28/2015
Basic Materials
Consumer Cyclical
Financial Services
Real Estate
Consumer Defensive
Communication Services

Asset Allocation - AQRNX

as of 02/28/2015
By PercentShort0%LongNet
Foreign Stock0.00
Foreign Bond0.00
Total Net Assets$653.74M
Total Stock Holdings0
Total Bond Holdings26

Top Ten Holdings - AQRNX

as of 02/28/2015
CompanyYTD Return% of Assets
10 Year US Treasury Note Future Mar15--19.95%
Euro BUND Future Mar15--7.88%
E-mini S&P 500 Index Future Mar15--4.83%
US Treasury TIP--2.37%
US Treasury Note--2.27%
Mini 10-Year Japanese Govt Bond--2.05%
10 Year Government of Canada Bond Mar15--1.25%
Long Gilt 03/27/2015--1.24%
Germany(Federa 0.1% 04/23--1.20%
Lme Copper 03/16/2015--1.20%

Valuation & Growth - AQRNX

as of 02/28/2015
ValuationAQRNXCategory Range
Price/Cash Flow10.38
Dividend Yield2.38
LT Earnings10.17
Historical Earnings10.27
Sales Growth-0.34
Cash-Flow Growth3.82
Book-Value Growth4.33
Key:  Lo 

Morningstar Summary - AQRNX, 3 Year

Management Style
Large Cap
Medium Cap
Small Cap
Ratingvs Category
RiskAbove Avg
Key:  Lo 

Tax Analysis - AQRNX, 3 Year Avg

Pretax Return6.32%
Tax-adjusted Return3.23%
Tax Cost Ratio2.90%
Potential Cap Gains3.60%

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