Terms that are in italics have definitions or explanations in the glossary. Home fund pages aqr capital management llc aqr managed futures strategy hv fund qmhix class i shares aqr managed futures strategy hv fund i qmhix view all share classes. The yield is calculated by dividing the net investment income per share earned during. We show that the returns of managed futures funds and ctas can be explained by time series momentum. The historical data and price history for aqr managed futures strategy hv fund class r6 qmhrx with intraday, daily, weekly, monthly, and quarterly data available for download. Aqrs managed futures offering has garnered quite a bit of assets in the liquid alt section of managed. Analyze the fund aqr managed futures strategy fund class n having symbol aqmnx for type mutualfunds and perform research on other mutual funds.
Aqr managed futures strategy fund 3312017 performance as of 3312017 about the fund. Aqr capital management applied quantitative research is a global investment management. Home fund pages aqr capital management llc aqr managed futures strategy fund aqmix class i shares aqr managed futures strategy fund i aqmix. Aqmix aqr managed futures strategy fund class i shares. The historical data and price history for aqr managed futures strategy fund class i aqmix with intraday, daily, weekly, monthly, and quarterly data available for download. The asset growth of these funds is astounding, considering most do not have even two years of track. Jun 15, 2016 aqr has become the leading name in managed futures mutual funds, accounting for nearly half of the managed futures 40act fund market share see leading the pack, below. Aqr wholesale managed futures fund aqr aqr australia. Perry, phd senior research scientist, portfolio manager. Aqr managed futures strategy fund class i inst aqmix stock. Aqr managed futures strategy i aqmix quote morningstar.
Commodities and futures generally are volatile and involve a high degree of risk. The fund seeks positive absolute returns by investing in a portfolio of futures contracts and futures related. Supplement to prospectus 1222020 htm document16931e33db98ceaabbbe6a4494d926. Qmhrx aqr managed futures strategy hv fund class r6. To obtain an account application, call 18662902688 or download one. Adding diversifying strategies such as alternative investments to a traditional portfolio of stocks and bonds can help increase the likelihood of.
Aqr funds managed futures strategy fund cl n class. See aqr managed futures strategy fund aqmix mutual fund ratings from all the top fund analysts in one place. Get the lastest class information for aqr funds managed futures strategy fund cl n from zacks investment. Qmhnx aqr managed futures strategy hv fund class n. Billionaire cliff asness big trend following fund is down 19. Demystifying managed futures graham capital management. Qmhix a complete aqr managed futures strategy hv fund. Dec 01, 2014 we went to work adding the aqr managed futures mutual fund into our database as if they were a privately offered option, and then seeing how their performance stacks up against the top tier performers in the privately offered space. Aqmnx, points to how far you look back to determine whether a market is trending up or down as a. Apr 19, 2017 unfortunately, all that new money flooding into their main fund, the aqr managed futures strategy fund mutf. Find realtime aqmix aqr managed futures strategy fund class i stock quotes, company profile, news and forecasts from cnn business.
Aqr wholesale managed futures fund fact sheet investment objective the investment objective of the aqr wholesale managed futures fund fund is to seek to produce attractive riskadjusted returns while targeting a low long term average correlation to traditional markets. Leverage can increase market exposure and magnify investment risk. Inception date of january 1, 2000 is the inception of sg trend index. Dedicated aqr managed futures fund limited fund data.
Application, call 866 2902688 or download one from. Aqmix aqr managed futures strategy fund class i mutual. The funds investment manager is aqr capital management, llc. The investment objective of the aqr wholesale managed futures fund fund is to seek to produce attractive riskadjusted returns while targeting a low long. To keep things simple, we have defined and explained a number of terms and concepts in a glossary at the back of this prospectus. Analyze the fund aqr managed futures strategy hv fund class n having symbol qmhnx for type mutualfunds and perform research on other mutual funds. Partner news headlines on aqr managed futures strategy fund class i inst aqmix. Panels a, b and c in figure 1 present the twoway clustered tstatistics t for lags. Aqrs managed futures fund aqmix december 1, 2014 attain capital 3 comments like. Aqr managed futures strategy fu aqmix performance history. Unfortunately, all that new money flooding into their main fund, the aqr managed futures strategy fund mutf. Aqmnx aqr managed futures strategy fund class n fidelity.
Aqr offers exposure to defensive equity through large cap, international, and emerging defensive style funds. Futures and forward contracts can involve a high degree of risk and may result in potentially unlimited losses. Find the latest aqr managed futures strategy fu aqmix stock quote, history, news and other vital information to help you with your stock trading and investing. This document is intended exclusively for the use of the person to whom it has been delivered by aqr and it is not to be reproduced or redistributed to any other person without aqrs written consent. View mutual fund news, mutual fund market and mutual fund interest rates. Billionaire cliff asness big trend following fund is down. Aqr has become the leading name in managed futures mutual funds, accounting for nearly half of the managed futures 40act fund market share see leading the pack, below. Get aqr managed futures strategy fund class i aqmix. Aqr ucits funds aqr managed futures ucits fund e eur. Aqmix a complete aqr managed futures strategy fund. Alps distributors is not affiliated with aqr capital management. Aqr managed futures strategy fund is an openend fund incorporated in the usa. Aqr managed futures strategy i morningstar document library. Bear in mind our database doesnt include all possible programs in the managed futures universe, we pare.
We highlighted aqrs rapid ascension into the big boy ranks of the managed futures space in our recent look at assets under management, showing theyre among the largest managed futures. Aqr funds managed futures strategy i fund performance chart. Aqmix aqr managed futures strategy fund class i mutual fund. Managed futures strategies have been pursued by ctas since at least the 1970s. Aqmnx, points to how far you look back to determine whether a market is trending up or. Managed the fund since joined the firm began investment career. Aqrs managed futures strategy downgraded cta intelligence.
Aqr managed futures strategy fund class i inst aqmix. Jul 09, 2012 aqr calculates expected volatilities for each strategy using proprietary risk models to predict volatilities and correlations across all assets in the portfolio. Alphasimplex managed futures strategy fund amfax natixis. Of the ftb strategies are available for download at.
Aqr funds managed futures strategy fund cl n class information. Aqrs managed futures offering has garnered quite a bit. See aqr managed futures strategy fund performance, holdings, fees, risk and other. The firm also offers managed futures, a trendfollowing strategy that is uncorrelated with other asset classes and supported by. Aqmix over the past few years is looking at having lost around 8% in 2016 and. As part of a strategic asset allocation, managed futures has the potential to. Managed futures is represented by the sg trend index. Aqr funds are distributed by alps distributors, inc. Qmhix aqr managed futures strategy hv fund class i shares. The fund may trade more frequently and incur higher. Facebook twitter linkedin download from the app store. The firm last filed a form d notice of exempt offering of securities on 20190822.
Nasdaq realtime stock quotes, news and financial information from cnbc. The price of a security measures the cost to purchase 1 share of a security. Get the lastest class information for aqr funds managed futures strategy fund cl n from zacks investment research. Barrons provides information on holdings, historical returns and other key fund data. List of symbols for mutual funds usmf starting with a eoddata.
Dedicated aqr managed futures fund limited is a hedge fund operated by lyxor asset management inc. Current and historical performance performance for aqr managed futures strategy fu on yahoo finance. What distinguishes aqrs approach to managedfutures investing is our emphasis. The aqr managed futures strategy fund the fund seeks positive absolute. Aqr managed futures strategy fund 6302017 performance as of 6302017 about the fund. In depth view into aqmnx aqr managed futures strategy n including performance, dividend history, holdings and portfolio stats. Futures and forward contracts can involve a high degree of risk and. Aqr managed futures offers a thoughtfully constructed and straightforward. The strategy earns a morningstar analyst rating of bronze for all share classes.
This prospectus relates to the class i shares and class n shares of the fund. Managed futures has historically performed well in bull and bear markets average quarterly returns january 1, 2000 september 30, 2018 source. Aqr managed futures strategy fu aqmix stock price, quote. Provides industry professionals with the information they need to be confident about what is happening in their markets across hedge funds, alternative credit and managed futures.
The yield is calculated by dividing the net investment income per share earned. Arguably the granddaddy of publically traded managed futures is the guggenheim managed futures strategy h rymfx, a mutual fund which began trading in late 2007 and today has. Fund name, ticker, asset class, daily, ytd, annualized total returns. Share price information may be rounded updown and therefore not. Get the lastest fund performance for aqr funds managed futures strategy i from zacks investment research. Aqr ucits funds aqr managed futures ucits fund c gbp. View the latest quote, returns and news for aqr managed futures strategy fund. Aqmix over the past few years is looking at having lost around 8% in 2016 and down. Qmhix aqr managed futures strategy hv fund class i. Why invest in the aqr multistrategy alternative fund. Aqmrx quote aqr managed futures strategy fund bloomberg. Aqr calculates expected volatilities for each strategy using proprietary risk models to predict volatilities and correlations across all assets in the portfolio. Download a list of all companies on mutual funds including symbol and name.
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