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Morningstar

AQR Managed Futures Strategy HV R6 QMHRX

Morningstar Analyst Rating
Analyst rating as of
  • NAV / 1-Day Return 7.97  /  0.76 %
  • Total Assets 162.9 Mil
  • Adj. Expense Ratio
    1.590%
  • Expense Ratio 1.570%
  • Distribution Fee Level High
  • Share Class Type Retirement, Large
  • Category Systematic Trend
  • Alt Style Correlation / Relative Volatility Negative / High
  • Min. Initial Investment 50,000,000
  • Status Open
  • TTM Yield 9.40%
  • Turnover 0

USD | NAV as of Jan 26, 2023 | 1-Day Return as of Jan 26, 2023, 11:34 PM GMT+00:00

Morningstar’s Analysis QMHRX

Will QMHRX outperform in future?

Get our overall rating based on a fundamental assessment of the pillars below.

Process Pillar

The Process Pillar is our assessment of how sensible, clearly defined, and repeatable QMHRX’s performance objective and investment process is for both security selection and portfolio construction.

People Pillar

The People Pillar is our evaluation of the QMHRX management team’s experience and ability. We find that high-quality management teams deliver superior performance relative to their benchmarks and/or peers.

Parent Pillar

The Parent Pillar is our rating of QMHRX’s parent organization’s priorities and whether they’re in line with investors’ interests.

Becoming distinct from the crowd

Director

Summary

| by Simon Scott

Although AQR Managed Futures Strategy High Volatility is much leaner these days, the pace of evolution has been amongst the highest in its Morningstar Category. Some enhancements are unique, and some are playing catch-up, leaving it unclear whether the strategy has a material edge in a very competitive cohort. It continues to earn a Morningstar Analyst Rating of Neutral for all share classes.

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