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AQMNX: AQR MANAGED FUTURES STRATEGY FUND CLASS N (MUTUAL FUND)
Basic Info 8.71 0.05(0.58%) March 18
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (86%) |
| Start Date: | 01/05/2010 |
| Last Dividend Date: | 12/17/2024 |
| 12-Mo. Yield | 3.49% |
| Expenses | 1.18% |
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Performance Analytics (As of 03/14/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/05/2010 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.2 | 3.0 | 2.8 | 9.2 | 8.2 | 1.7 | 3.1 | 2.9 | 8.0 | 1.8 | 35.1 | -1.3 | -0.6 | 1.6 | -9.1 | -1.2 | -8.7 | 1.7 | 9.3 | 9.1 | 2.7 | -6.6 | 5.8 |
| Sharpe Ratio | NA | 1.26 | -0.34 | 0.47 | 0.53 | -0.01 | NA | 0.19 | 0.14 | -0.24 | 2.53 | -0.13 | -0.09 | 0.02 | -1.04 | -0.26 | -0.84 | 0.16 | 1.1 | 1.1 | 0.32 | -0.74 | 0.67 |
| Draw Down(%) | NA | 3.6 | 13.7 | 13.7 | 13.7 | 27.5 | NA | 27.5 | 13.7 | 7.4 | 9.2 | 9.4 | 10.0 | 10.8 | 14.7 | 10.8 | 15.0 | 11.3 | 8.0 | 7.6 | 7.9 | 10.0 | 5.2 |
| Standard Deviation(%) | NA | 10.7 | 10.1 | 10.7 | 10.7 | 10.1 | NA | 9.6 | 9.8 | 10.2 | 13.4 | 10.1 | 9.4 | 8.2 | 10.1 | 6.9 | 10.6 | 10.8 | 8.5 | 8.3 | 8.2 | 9.0 | 8.6 |
| Treynor Ratio | NA | 3.53 | -0.21 | -0.43 | -0.72 | 0.01 | NA | -0.94 | 0.05 | 0.14 | -1.41 | -0.06 | 0.12 | -0.01 | -0.7 | -0.03 | 0.26 | -0.11 | 0.28 | 0.24 | -0.43 | 2.8 | 0.28 |
| Alpha | NA | 0.06 | -0.01 | 0.03 | 0.03 | 0.0 | NA | 0.01 | -0.01 | 0.01 | 0.1 | -0.03 | 0.0 | 0.01 | -0.04 | -0.05 | -0.02 | 0.01 | 0.02 | -0.01 | 0.02 | -0.03 | 0.01 |
| Beta | NA | 0.04 | 0.17 | -0.12 | -0.08 | -0.07 | NA | -0.02 | 0.26 | -0.17 | -0.24 | 0.22 | -0.07 | -0.12 | 0.15 | 0.6 | -0.35 | -0.15 | 0.33 | 0.38 | -0.06 | -0.02 | 0.21 |
| RSquared | NA | 0.0 | 0.05 | 0.04 | 0.02 | 0.01 | NA | 0.0 | 0.11 | 0.05 | 0.19 | 0.08 | 0.07 | 0.03 | 0.06 | 0.33 | 0.18 | 0.05 | 0.2 | 0.26 | 0.01 | 0.0 | 0.19 |
| Yield(%) | N/A | 0.0 | 3.5 | 8.2 | 6.7 | 3.3 | 3.5 | N/A | 3.8 | 7.8 | 14.9 | 6.1 | 4.0 | 2.9 | 0.0 | 0.0 | 0.0 | 6.0 | 9.0 | 1.1 | 0.8 | 0.5 | 3.0 |
| Dividend Growth(%) | N/A | -100.0 | -53.8 | 98.1 | 226.1 | N/A | N/A | N/A | -53.8 | -39.0 | 128.6 | 46.6 | 36.1 | N/A | N/A | -100.0 | -99.7 | -32.0 | 772.9 | 42.7 | 41.5 | -82.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/05/2010
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