About AQMNX
AQR Managed Futures Strategy Fund Class N is an alternative mutual fund designed to capture trends across global financial markets through systematic, long and short positions in liquid futures, forwards, and swap contracts. The fund's primary objective is to deliver returns that are largely uncorrelated with traditional asset classes by following a quantitative trend-following approach. It actively trades across four key asset classes: equities, fixed income, currencies, and commodities, allocating risk broadly with recent weights of approximately 29% to equities, 25% to fixed income, 23% to currencies, and 22% to commodities. The fund’s strategies blend both price and economic trend signals to determine positioning, aiming to participate in upward trends and protect or profit during downturns. With a diverse portfolio spanning hundreds of instruments, it is positioned to diversify risk and potentially perform in various market environments. As a product of AQR Capital Management, the fund leverages institutional research and team-based portfolio management, supporting its role as a diversifier in sophisticated investment portfolios seeking exposure to managed futures strategies.
Fund Family AQR Funds
Category Systematic Trend
Performance Rating High
Risk Rating Average
Stock Exchange NASDAQ
Ticker Symbol AQMNX
Share Class Class N
Index ICE BofA US 3-Month T Bill TR IX
AQMNX had a total return of 20.17% in the past year, including dividends. Since the fund's
inception, the average annual return has been 3.61%.
