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AQR Managed Futures Strategy Fund Class I – AQMIX Fund Overview

Last PriceToday's Change52-Week RangeTrading Volume
10.77-0.15 (-1.37%)10.10 - 11.800.0

Market data as of 6:25PM 02/12/16. Quotes are delayed by at least 15 min.

Overview - AQMIX

The investment seeks positive absolute returns. The fund allocates its assets among four major asset classes (commodities, currencies, fixed income and equities). Generally, it gains exposure to asset classes by investing in more than 100 futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, equity index futures and equity swaps; bond futures and swaps; interest rate futures and swaps; commodity futures and swaps; and currency futures and forwards, either by investing directly in those Instruments, or indirectly by investing in the Subsidiary that invests in those Instruments. The fund is non-diversified.

Growth of $10,000 (10 Years)

Total Return4.02%
Yield (Trailing 12 Mo.)4.31%
Expense Ratio1.26%
Front LoadNone
Deferred LoadNone
Minimum Investment$5,000,000
Management Tenure6 Years
Fund Inception01/06/2010

Trailing Total Returns - AQMIX

as of 01/31/2016
TimeframeAQMIXS&P 500Managed Futures
1 Month2.06%-4.96%2.29%
3 Month1.90%-6.18%3.20%
1 Year-0.66%-0.67%-2.58%
3 Year6.55%11.30%2.89%
5 Year4.18%10.91%-0.55%
10 Year--6.48%--
Since Inception4.02%10.33%--

Sector Allocation - AQMIX

as of 01/31/2016
Basic Materials--
Consumer Cyclical--
Financial Services--
Real Estate--
Consumer Defensive--
Communication Services--

Asset Allocation - AQMIX

as of 01/31/2016
By PercentShort0%LongNet
Foreign Stock8.81
Foreign Bond0.00
Total Net Assets$10.12B
Total Stock Holdings0
Total Bond Holdings38

Top Ten Holdings - AQMIX

as of 01/31/2016
CompanyYTD Return% of Assets
Jpn 10y Bond (Tse) Fut--15.62%
Aqr Mf Cayman Blocker--14.50%
2 Year US Treasury Note Future Mar16--14.10%
3mo Euro Euribor Sep17--9.22%
3mo Euro Fut Jun17--8.48%
Aust 3y Bond Fut Mar--8.17%
3mo Euro Fut Mar17--8.11%
3mo Euro 12/19/2016--7.09%
Three Month 06/13/2016--6.65%
Euro-Btp Mar16--6.30%

Valuation & Growth - AQMIX

as of 01/31/2016
ValuationAQMIXCategory Range
Price/Cash Flow11.55
Dividend Yield2.01
LT Earnings10.83
Historical Earnings9.4
Sales Growth3.29
Cash-Flow Growth4.43
Book-Value Growth3.86
Key:  Lo 

Morningstar Summary - AQMIX, 3 Year

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

Tax Analysis - AQMIX, 3 Year Avg

Pretax Return6.55%
Tax-adjusted Return4.49%
Tax Cost Ratio1.94%
Potential Cap Gains0.34%

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