Address And Details

PO Box 2248 , Denver, CO 80201-2248
Fund Manager Team Managed
Manager Tenure

Strategy And Objective

The AQR Managed Futures Strategy HV Fund (the “Fund”) seeks positive absolute returns. The Fund pursues its investment objective by allocating assets among four major asset classes (commodities, currencies, equities and fixed income). The “HV” in the Fund’s name reflects its “higher volatility ” approach. The Adviser , on average, will target an annualized volatility level for the Fund of 15%. Volatility is a statistical measurement of the dispersion of returns of a security or fund or index, as measured by the annualized standard deviation of its returns. The Adviser expects that the Fund’s targeted annualized forecasted volatility will typically range between 7% and 20%; however, the actual or realized volatility level for longer or shorter periods may be materially higher or lower depending on market conditions. Higher volatility generally indicates higher risk.

Net Asset Value

as of 6:12 PM ET 09/16/2021


  • 1 Week
  • +1.96%
  • 1 Month
  • +2.89%
  • 3 Months
  • -5.85%
  • 1 Yr Return
  • -9.02%
  • 5 Yr Return
  • -35.00%

Equity Sector Breakdown

ConsumerDurables n/a
Energy n/a
Finance n/a
Health n/a
IndustrialCyclical n/a
NonDurables n/a
RetailTrade n/a
Services n/a
Technology n/a
Utilities n/a

Asset Allocation

Asset Type % Of Allocation
Stocks 100.00%
Cash 0.00%
Bonds 0.00%
Preferred 0.00%
Convertible 0.00%
Other 0.00%
ForeignStocks 0.00%
ForeignBonds 0.00%
ForeignHedged 0.00%
Total Net Assets 87.48 M

Risk Measures

Criteria 3 Years 5 Years 10 Years
Alpha -2.35 -6.18 n/a
Beta -0.14 -0.04 n/a
R Squared 0.04 0.00 n/a
Std Deviation 12.89 12.49 n/a
Sharpe Ratio -0.36 -0.54 n/a

Purchase Information

as of 6:11 PM ET 09/15/2021
Minimum Initial $5000000
Minimum Additional $0
Minimum Initial IRA $0


Timeframe Average Annual Current Performance Monthly As Of 08/31/2021 Average Annual Current Performance Quarterly As Of 06/30/2021 Avg Annual Current Performance Monthly As Of 08/31/2021 Avg Annual Current Performance Quarterly As Of 06/30/2021
1 Year
  • -4.21%
  • +0.82%
-4.21% +0.82%
3 Year
  • -4.44%
  • -1.02%
-4.44% -1.02%
10 Year
  • n/a
  • n/a
n/a n/a
Life Of Fund
  • -1.30%
  • -0.55%
-1.30% -0.55%

Top 10 Holdings

Symbol Company Name % Of Assets

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