AQR Multi-Asset Fund (AQRNX)
| Fund Assets | 1.43B |
| Expense Ratio | 1.31% |
| Min. Investment | $1,000,000 |
| Turnover | 136.00% |
| Dividend (ttm) | 0.15 |
| Dividend Yield | 1.30% |
| Dividend Growth | -28.25% |
| Payout Frequency | Annual |
| Ex-Dividend Date | Dec 17, 2024 |
| Previous Close | 11.46 |
| YTD Return | 11.72% |
| 1-Year Return | 11.58% |
| 5-Year Return | 47.44% |
| 52-Week Low | 9.94 |
| 52-Week High | 11.63 |
| Beta (5Y) | n/a |
| Holdings | 2554 |
| Inception Date | Sep 30, 2010 |
About AQRNX
AQR Multi-Asset Fund Class N is an actively managed mutual fund designed to provide diversified exposure across multiple global asset classes. Its primary function is to pursue total return by allocating capital to equities, fixed income, currencies, and commodities, aiming to balance risk while seeking attractive returns over time. The fund employs a tactical allocation strategy, adjusting its portfolio in response to evolving market conditions. It allocates less capital to highly volatile assets and more to those expected to exhibit lower volatility, using sophisticated risk modeling to maintain a consistent risk profile. This approach allows the fund to draw from a wide array of return sources and promote ongoing diversification, making it a notable example of a risk-balanced, multi-asset portfolio. Aimed primarily at institutional investors, this fund plays a significant role in the tactical allocation category, with allocations dynamically shifting across regions and sectors to reflect changing forecasts and opportunities in global financial markets. Managed by AQR Capital Management, the fund integrates quantitative research and factor-based strategies, distinguishing itself through its systematic and diversified investment approach.
Performance
AQRNX had a total return of 11.58% in the past year, including dividends. Since the fund's inception, the average annual return has been 6.24%.
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 | $0.14993 | Dec 18, 2024 |
| Dec 18, 2023 | $0.20895 | Dec 19, 2023 |
| Dec 19, 2022 | $0.5867 | Dec 20, 2022 |
| Dec 23, 2021 | $0.6529 | Dec 27, 2021 |
| Dec 22, 2020 | $0.07057 | Dec 23, 2020 |
| Dec 23, 2019 | $0.6154 | Dec 24, 2019 |