AQR Managed Futures Strategy HV Fund Class R6 (QMHRX)

NASDAQ · Mutual Fund · Delayed Price · Currency is USD
8.69
-0.20 (-2.25%)
Aug 1, 2025, 4:00 PM EDT
-2.25%
Fund Assets637.03M
Expense Ratio3.77%
Min. Investment$50,000,000
Turnover657.00%
Dividend (ttm)0.20
Dividend Yield2.24%
Dividend Growth-66.79%
Payout FrequencyAnnual
Ex-Dividend Daten/a
Previous Close8.89
YTD Return3.33%
1-Year Return8.38%
5-Year Return63.44%
52-Week Low7.58
52-Week High9.15
Beta (5Y)-0.50
Holdings3549
Inception DateSep 2, 2014

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
Stock Exchange NASDAQ
Ticker Symbol QMHRX
Share Class Class R6
Index ICE BofA US 3-Month T Bill TR IX

Performance

QMHRX had a total return of 8.38% in the past year, including dividends. Since the fund's inception, the average annual return has been 2.17%.

Other Share Classes

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

SymbolShare ClassExpense Ratio
QMHIXClass I3.87%
QMHNXClass N4.12%

Top 10 Holdings

73.22% of assets
NameSymbolWeight
Limited Purpose Cash Investment Fundn/a26.92%
United States of America - U.S. Treasury BillsB.0 09.25.2511.23%
United States of America - U.S. Treasury BillsB.0 09.18.259.54%
United States of America - U.S. Treasury BillsB.0 04.24.257.11%
United States of America - U.S. Treasury Billsn/a4.58%
Goldman Sachs Financial Square Treasury Instruments FundFTIXX3.95%
United States of America - U.S. Treasury BillsB.0 08.28.253.80%
United States of America - U.S. Treasury BillsB.0 05.01.253.77%
United States of America - U.S. Treasury BillsB.0 09.04.251.34%
United States of America - U.S. Treasury BillsB.0 07.24.250.99%
View More Holdings

Dividend History

Ex-DividendAmountPay Date
Dec 17, 2024$0.2001Dec 18, 2024
Dec 18, 2023$0.60244Dec 19, 2023
Dec 19, 2022$0.78702Dec 20, 2022
Dec 23, 2021$0.680Dec 27, 2021
Dec 22, 2020$0.6696Dec 23, 2020
Dec 23, 2019$0.3284Dec 24, 2019
Full Dividend History