AQMIX:NASDAQ
AQR Managed Futures Strategy Fund Class I – AQMIX Fund Overview
| Last Price | Today's Change | 52-Week Range | Trading Volume |
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| 10.60 | -0.01 (-0.09%) | 9.31 - 10.62 | 0.0 |
Market data as of 8:00PM 05/22/13. Quotes are delayed by at least 15 min.
Overview - AQMIX
The investment seeks positive absolute returns.
The fund invests primarily in a portfolio of futures contracts, futures-related instruments and equity swaps. It invests in futures contracts and futures-related instruments including, but not limited to, global developed and emerging market equity index futures, swaps on equity index futures and equity swaps, global developed and emerging market currency forwards, commodity futures, swaps on commodity futures, global developed fixed income futures, bond futures and swaps on bond futures. The fund may also invest in exchange traded funds or exchange traded notes. It is non-diversified.
Growth of $10,000 (10 Years)
| Total Return | 2.64% |
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| Yield (Trailing 12 Mo.) | 0.71% |
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| Expense Ratio | 1.40% |
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| Front Load | None |
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| Deferred Load | None |
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| Minimum Investment | $5,000,000 |
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| Management Tenure | 3 Years |
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| Fund Inception | 01/06/2010 |
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Trailing Total Returns - AQMIX
as of 04/30/2013
| Timeframe | AQMIX | S&P 500 | Managed Futures |
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| 1 Month | 4.17% | 1.93% | 1.37% |
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| 3 Month | 3.86% | 7.18% | 0.19% |
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| Year-to-Date | 7.26% | 12.74% | 1.13% |
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| 1 Year | 12.10% | 16.89% | -4.55% |
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| 3 Year | 2.92% | 12.80% | -4.85% |
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| 5 Year | -- | 5.21% | -4.44% |
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| 10 Year | -- | 7.88% | -- |
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| Since Inception | 2.64% | 10.38% | -- |
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Sector Allocation - AQMIX
as of 04/30/2013
| Basic Materials | | -- |
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| Consumer Cyclical | | -- |
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| Financial Services | | -- |
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| Real Estate | | -- |
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| Consumer Defensive | | -- |
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| Healthcare | | -- |
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| Utilities | | -- |
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| Communication Services | | -- |
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| Energy | | -- |
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| Industrials | | -- |
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| Technology | | -- |
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Asset Allocation - AQMIX
as of 04/30/2013
| By Percent | Short | 0% | Long | Net |
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| Stock | 0.00 | | | 0.00 | 0.00 |
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| Bond | 0.00 | | | 0.00 | 0.00 |
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| Other | 3.26 | | | 66.88 | 63.62 |
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| Foreign Stock | 0.00 | | | 9.69 | 9.69 |
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| Foreign Bond | 23.47 | | | 287.66 | 264.19 |
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| Total | 26.73 | | | 364.23 | 337.50 |
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| Cash | 599.53 | | | 362.03 | -237.50 |
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| Total Net Assets | $3.39B |
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| Total Stock Holdings | 0 |
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| Total Bond Holdings | 33 |
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Top Ten Holdings - AQMIX
as of 04/30/2013
| Company | YTD Return | % of Assets |
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| 90day Sterling 18/03/15 | -- | 22.31% |
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| 90day Sterling 17/12/14 | -- | 21.96% |
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| Jpn 10y Bond(Tse) Jun13 | -- | 21.87% |
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| 90day Sterling 17/09/14 | -- | 20.72% |
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| 90day Sterling 18/06/14 | -- | 18.21% |
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| 90day Sterling 19/03/14 | -- | 14.56% |
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| 3mo Euro Euribor 15/09/14 | -- | 13.42% |
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| 3mo Euro Euribor 15/12/14 | -- | 12.85% |
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| 3mo Euro Euribor 16/03/15 | -- | 12.69% |
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| 3mo Euro Euribor 16/06/14 | -- | 12.33% |
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Valuation & Growth - AQMIX
as of 04/30/2013
| Valuation | AQMIX | Category Range |
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| Price/Earnings | -- | |
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| Price/Book | -- | |
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| Price/Sales | -- | |
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| Price/Cash Flow | -- | |
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| Dividend Yield | | |
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| LT Earnings | | |
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| Historical Earnings | | |
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| Sales Growth | | |
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| Cash-Flow Growth | | |
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| Book-Value Growth | | |
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