About AQMRX
AQR Managed Futures Strategy Fund Class R6 is a mutual fund designed to provide diversified exposure across global financial markets using a systematic, trend-following approach. Its primary function is to invest both long and short in highly liquid futures and related instruments, encompassing equities, fixed income, currencies, and commodities. The fund deploys proprietary signals combining insights from both price movements and economic trends to determine positions, aiming to capture returns from sustained market trends regardless of direction.
A distinguishing feature of this fund is its comprehensive diversification, allocating risk across a broad basket of global asset classes—typically with roughly balanced exposures among equities, bonds, currencies, and commodities. The fund is managed by AQR Capital Management and operates within the "Systematic Trend" category, which emphasizes quantitative and rules-based trading strategies derived from historical market behavior.
AQR Managed Futures Strategy Fund Class R6 is structured for institutional investors, with a high minimum investment and an annual expense ratio reflective of its active and adaptive management style. Its role within the financial market is to offer potential portfolio diversification and risk mitigation, especially during periods of heightened market volatility, by seeking uncorrelated returns from traditional asset classes.
Fund Family AQR Funds
Category Systematic Trend
Performance Rating High
Risk Rating Average
Stock Exchange NASDAQ
Ticker Symbol AQMRX
Share Class Class R6
Index ICE BofA US 3-Month T Bill TR IX
AQMRX had a total return of 20.61% in the past year, including dividends. Since the fund's
inception, the average annual return has been 5.17%.
