AQR Multi-Asset Fund (AQRIX)
| Fund Assets | 1.43B |
| Expense Ratio | 1.06% |
| Min. Investment | $5,000,000 |
| Turnover | 136.00% |
| Dividend (ttm) | 0.18 |
| Dividend Yield | 1.54% |
| Dividend Growth | -22.55% |
| Payout Frequency | Annual |
| Ex-Dividend Date | Dec 17, 2024 |
| Previous Close | 11.52 |
| YTD Return | 11.87% |
| 1-Year Return | 11.82% |
| 5-Year Return | 49.13% |
| 52-Week Low | 9.98 |
| 52-Week High | 11.69 |
| Beta (5Y) | 0.57 |
| Holdings | 2554 |
| Inception Date | Sep 30, 2010 |
About AQRIX
AQR Multi-Asset Fund Class I is an institutional open-end mutual fund designed to provide diversified exposure across global financial markets. The fund’s primary purpose is to generate attractive total returns while maintaining a consistent risk profile through dynamic allocation among major asset classes, including equities, fixed income, currencies, and commodities. Utilizing a balanced risk approach, the fund strategically allocates larger capital weights to less volatile assets and smaller positions to those forecasted to be more volatile. This results in a portfolio that seeks to harness diversified sources of return and mitigate concentration risk. AQR Multi-Asset Fund Class I is notable for its active asset allocation, adapting exposures in response to evolving market conditions. As of March 2025, the fund’s risk was distributed across equities (40.2%), fixed income (34.9%), commodities (18.8%), and currencies (6.1%), illustrating its commitment to broad diversification. The fund employs proprietary risk models to optimize volatility and correlation assessments. It is primarily targeted at institutional investors and high-net-worth individuals, with a minimum investment requirement of $5 million. Through its multi-asset strategy, the fund plays a significant role in offering sophisticated investors a potential tool for portfolio diversification and risk-adjusted return enhancement within the tactical allocation segment of the market.
Performance
AQRIX had a total return of 11.82% in the past year, including dividends. Since the fund's inception, the average annual return has been 6.44%.
Top 10 Holdings
31.57% of assets| Name | Symbol | Weight |
|---|---|---|
| Limited Purpose Cash Investment Fund | n/a | 14.34% |
| Goldman Sachs Financial Square Treasury Instruments Fund | FTIXX | 2.36% |
| NVIDIA Corporation | NVDA | 2.11% |
| United States of America - U.S. Treasury Bills | B.0 11.13.25 | 2.04% |
| United States of America - U.S. Treasury Inflation-Linked Notes | TII.1.875 07.15.34 | 1.88% |
| United States of America - U.S. Treasury Inflation-Linked Notes | TII.0.125 01.15.32 | 1.81% |
| French Republic | FRTR.0.1 03.01.29 OATe | 1.79% |
| United States of America - U.S. Treasury Inflation-Linked Notes | TII.1.75 01.15.34 | 1.78% |
| United States of America - U.S. Treasury Inflation-Linked Notes | TII.0.125 07.15.31 | 1.74% |
| United States of America - U.S. Treasury Inflation-Linked Notes | TII.1.125 01.15.33 | 1.72% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 17, 2024 | $0.17924 | Dec 18, 2024 |
| Dec 18, 2023 | $0.23144 | Dec 19, 2023 |
| Dec 19, 2022 | $0.60245 | Dec 20, 2022 |
| Dec 23, 2021 | $0.6736 | Dec 27, 2021 |
| Dec 22, 2020 | $0.10673 | Dec 23, 2020 |
| Dec 23, 2019 | $0.6417 | Dec 24, 2019 |