Nasdaq - Delayed Quote
USD
AQR Managed Futures Strategy I (AQMIX)
10.96
-0.10
(-0.90%)
At close: 8:10:09 AM EST
Performance Overview
| Morningstar Return Rating | -- |
| YTD Return | 14.52% |
|---|---|
| 5y Average Return | 13.30% |
| Number of Years Up | 9 |
| Number of Years Down | 6 |
| Best 1Y Total Return (Oct 30, 2026) | 35.38% |
| Worst 1Y Total Return (Oct 30, 2026) | -- |
| Best 3Y Total Return | 35.38% |
| Worst 3Y Total Return | -6.16% |
Trailing Returns (%) Vs. Benchmarks
Monthly Total Returns
AQMIX
Category
- YTD
- 18.91%
- 6.19%
- 1-Month
- 5.27%
- -1.44%
- 3-Month
- 8.90%
- 2.66%
- 1-Year
- 22.66%
- 11.75%
- 3-Year
- 12.15%
- 3.74%
- 5-Year
- 15.04%
- 0.99%
- 10-Year
- 5.44%
- 0.36%
- Last Bull Market
- 20.15%
- -2.26%
- Last Bear Market
- 11.41%
- -6.61%
Annual Total Return (%) History
Year
AQMIX
Category
Past Quarterly Returns
| Year | Q1 | Q2 | Q3 | Q4 |
|---|---|---|---|---|
|
2026
|
9.72% | -0.48% | 8.90% | -- |
|
2025
|
4.33% | -1.12% | 7.72% | 3.15% |
|
2024
|
11.49% | -1.10% | -4.32% | 2.76% |
|
2023
|
-4.59% | 6.62% | 4.85% | -4.55% |
|
2022
|
18.32% | 11.41% | 6.90% | -3.92% |
|
2021
|
3.06% | -1.61% | -1.38% | -1.06% |
|
2020
|
3.25% | -2.80% | -2.52% | 1.79% |
|
2019
|
0.71% | 1.53% | 2.33% | -2.59% |
|
2018
|
-3.14% | -2.57% | 2.76% | -6.03% |
|
2017
|
-0.97% | -4.66% | 0.00% | 4.89% |
Rank in Category (By Total Return)
| YTD | 23 |
| 1-Month | 16 |
|---|---|
| 3-Month | 26 |
| 1-Year | 32 |
| 3-Year | 6 |
| 5-Year | 8 |
Load Adjusted Returns
| 1-Year | 22.66% |
| 3-Year | 12.15% |
|---|---|
| 5-Year | 15.04% |
| 10-Year | 5.44% |
Performance & Risk
| YTD Return | 14.52% |
| 5y Average Return | 13.30% |
| Rank in Category (ytd) | 23 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | -0.09 |
| Morningstar Risk Rating |
Fund Overview
| Category | Systematic Trend |
| Fund Family | AQR Funds |
| Net Assets | 3.74B |
| YTD Return | 18.91% |
| Yield | 1.79% |
| Morningstar Rating | |
| Inception Date | Jan 06, 2010 |
Fund Summary
The adviser allocates the fund's assets among four major asset classes (commodities, currencies, and equities and fixed income). It gains exposure to asset classes by investing in several hundred futures contracts, futures-related instruments, forwards, swaps and securities including, but not limited to, commodity futures, forwards and swaps; currencies, currency futures and forwards; equity index futures, equity swaps and volatility futures; bond futures and swaps; interest rate futures and swaps and credit default index swaps.
