AQR Managed Futures Strategy HV Fund Class N (QMHNX)
| Fund Assets | 637.03M |
| Expense Ratio | 4.12% |
| Min. Investment | $1,000,000 |
| Turnover | 657.00% |
| Dividend (ttm) | 0.18 |
| Dividend Yield | 1.97% |
| Dividend Growth | -69.23% |
| Payout Frequency | Annual |
| Ex-Dividend Date | n/a |
| Previous Close | 8.86 |
| YTD Return | 5.92% |
| 1-Year Return | 10.92% |
| 5-Year Return | 64.88% |
| 52-Week Low | 7.60 |
| 52-Week High | 9.18 |
| Beta (5Y) | n/a |
| Holdings | 3549 |
| Inception Date | Jul 16, 2013 |
About QMHNX
AQR Managed Futures Strategy HV Fund Class N is an alternative mutual fund designed to pursue positive absolute returns through a managed futures strategy. The fund takes both long and short positions in highly liquid futures and similar instruments across a broad spectrum of global asset classes, including equities, fixed income, currencies, and commodities. Driven by proprietary signals that assess both price trends and economic trends, the fund aims to capture directional opportunities by going long in markets with favorable momentum and short in those with negative trends. This approach provides the potential for diversification and risk management, as the fund seeks to perform in both rising and falling markets. Its portfolio is broadly diversified, typically involving several hundred futures-related instruments, which helps spread risk across asset classes and geographic regions. The fund serves as a systematic trend-following vehicle, appealing to investors seeking to complement traditional stock and bond holdings with alternative strategies that may mitigate portfolio volatility and enhance returns during varying market conditions.
Performance
QMHNX had a total return of 10.92% in the past year, including dividends. Since the fund's inception, the average annual return has been 3.32%.
Top 10 Holdings
73.22% of assets| Name | Symbol | Weight |
|---|---|---|
| Limited Purpose Cash Investment Fund | n/a | 26.92% |
| United States of America - U.S. Treasury Bills | B.0 09.25.25 | 11.23% |
| United States of America - U.S. Treasury Bills | B.0 09.18.25 | 9.54% |
| United States of America - U.S. Treasury Bills | B.0 04.24.25 | 7.11% |
| United States of America - U.S. Treasury Bills | n/a | 4.58% |
| Goldman Sachs Financial Square Treasury Instruments Fund | FTIXX | 3.95% |
| United States of America - U.S. Treasury Bills | B.0 08.28.25 | 3.80% |
| United States of America - U.S. Treasury Bills | B.0 05.01.25 | 3.77% |
| United States of America - U.S. Treasury Bills | B.0 09.04.25 | 1.34% |
| United States of America - U.S. Treasury Bills | B.0 07.24.25 | 0.99% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 17, 2024 | $0.17651 | Dec 18, 2024 |
| Dec 18, 2023 | $0.57363 | Dec 19, 2023 |
| Dec 19, 2022 | $0.73601 | Dec 20, 2022 |
| Dec 23, 2021 | $0.6514 | Dec 27, 2021 |
| Dec 22, 2020 | $0.541 | Dec 23, 2020 |
| Dec 23, 2019 | $0.2873 | Dec 24, 2019 |