About QMHRX
AQR Managed Futures Strategy HV Fund Class R6 is an alternative mutual fund designed to provide investors with broad exposure to global financial and commodity markets through a systematic, trend-following approach. The fund implements a diversified managed futures strategy, investing both long and short in liquid futures and related instruments across four major asset classes: equities, fixed income, currencies, and commodities. The investment process leverages proprietary signals, capturing both price and economic trends to dynamically adjust positions and seek returns in various market environments. Notably, the fund aims to profit from assets exhibiting positive momentum while also taking advantage of declining markets by shorting securities with negative trends. This approach is intended to offer potential diversification benefits relative to traditional stock and bond investments, with the capacity to perform during both rising and falling market conditions. The fund is actively managed, maintains high turnover, and is structured for institutional and retirement-focused investors seeking exposure to systematic trend strategies within a robust risk-managed framework. As of March 2025, risk allocation was broadly balanced between equities, fixed income, currencies, and commodities, underlining its multi-asset diversification emphasis.
Fund Family AQR Funds
Category Systematic Trend
Performance Rating Above Average
Risk Rating High
Stock Exchange NASDAQ
Ticker Symbol QMHRX
Share Class Class R6
Index ICE BofA US 3-Month T Bill TR IX
QMHRX had a total return of 22.77% in the past year, including dividends. Since the fund's
inception, the average annual return has been 11.73%.
