AQR Managed Futures Strategy HV Fund Class N (QMHNX)

NASDAQ · Mutual Fund · Delayed Price · Currency is USD

11.32

+0.11 (0.98%)

At close: Aug 26, 2026

24.53% (1Y)

Fund Assets	1.75B
Expense Ratio	4.67%
Min. Investment	$1,000,000
Turnover	455.00%
Dividend (ttm)	0.05
Dividend Yield	0.43%
Dividend Growth	-72.62%
Payout Frequency	Annual
Ex-Dividend Date	Dec 17, 2025

Previous Close	11.21
YTD Return	13.12%
1-Year Return	25.69%
5-Year Return	127.61%
52-Week Low	9.03
52-Week High	11.79
Beta (5Y)	-0.16
Holdings	3643
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.

Fund Family AQR Funds

Category Systematic Trend

Performance Rating Above Average

Risk Rating High

Stock Exchange NASDAQ

Ticker Symbol QMHNX

Share Class Class N

Index ICE BofA US 3-Month T Bill TR IX

Performance

QMHNX had a total return of 25.69% in the past year, including dividends. Since the fund's inception, the average annual return has been 5.06%.

Other Share Classes

These are alternative share classes of the same fund, from the same provider.

Symbol	Share Class	Expense Ratio
QMHRX	Class R6	4.27%
QMHIX	Class I	4.41%

Top 10 Holdings

55.31% of assets

Name	Symbol	Weight
Limited Purpose Cash Investment Fund	n/a	20.44%
United States of America - U.S. Treasury Bills	B.0 09.24.26	9.13%
United States of America - U.S. Treasury Bills	B.0 09.10.26	6.41%
United States of America - U.S. Treasury Bills	B.0 10.01.26	4.34%
United States of America - U.S. Treasury Bills	B.0 09.17.26	3.64%
United States of America - U.S. Treasury Bills	B.0 04.30.26	2.66%
United States of America - U.S. Treasury Bills	B.0 05.14.26	2.56%
United States of America - U.S. Treasury Bills	B.0 04.23.26	2.13%
United States of America - U.S. Treasury Bills	WIB.0 08.27.26	2.10%
United States of America - U.S. Treasury Bills	B.0 06.25.26	1.90%

View More Holdings

Dividend History

Ex-Dividend	Amount	Pay Date
Dec 17, 2025	$0.04832	Dec 18, 2025
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

Full Dividend History