About AQMIX
AQR Managed Futures Strategy Fund Class I is an alternative mutual fund designed to capture global market trends by investing both long and short in highly liquid futures and other instruments across multiple asset classes, including equities, fixed income, currencies, and commodities. The fund deploys a systematic, trend-following approach that utilizes proprietary signals based on both price and economic trends to determine positioning. By maintaining exposure to several hundred futures-related instruments, it aims for broad diversification and flexibility across global markets. This structure allows the fund to seek returns irrespective of overall market direction, as it can potentially benefit in both rising and falling markets by going long on assets with positive trends and short on those with negative trends. Founded in 2010 and managed by AQR, the strategy is structured to provide comprehensive risk allocation, with typical risk spread across equities, fixed income, currencies, and commodities. As a liquid alternatives vehicle, it serves as a diversification tool within portfolios, aiming to deliver absolute returns and mitigate volatility during periods of traditional market stress.
Fund Family AQR Funds
Category Systematic Trend
Performance Rating High
Risk Rating Average
Stock Exchange NASDAQ
Ticker Symbol AQMIX
Share Class Class I
Index ICE BofA US 3-Month T Bill TR IX
AQMIX had a total return of 17.49% in the past year, including dividends. Since the fund's
inception, the average annual return has been 7.97%.
