05/02/2022 | Press release | Distributed by Public on 05/02/2022 04:23
Class N
|
Class I
|
Class R6
|
|
Management Fee
|
1.05%
|
1.05%
|
1.05%
|
Distribution (12b-1) Fee
|
0.25%
|
None
|
None
|
Other Expenses
|
|||
Interest expense
|
0.00%
|
0.01%
|
0.00%
|
All other expenses
|
0.17%
|
0.18%
|
0.10%
|
Total Other Expenses
|
0.17%
|
0.19%
|
0.10%
|
Acquired Fund Fees and Expenses1
|
0.01%
|
0.01%
|
0.01%
|
Total Annual Fund Operating Expenses
|
1.48%
|
1.25%
|
1.16%
|
Less: Expense Reimbursements2
|
0.00%
|
0.00%
|
0.00%
|
Total Annual Fund Operating Expenses after Expense
Reimbursements3
|
1.48%
|
1.25%
|
1.16%
|
1 Year
|
3 Years
|
5 Years
|
10 Years
|
|
Class N Shares
|
$151
|
$468
|
$808
|
$1,768
|
Class I Shares
|
$127
|
$397
|
$686
|
$1,511
|
Class R6 Shares
|
$118
|
$368
|
$638
|
$1,409
|
Highest Quarterly Return
|
Lowest Quarterly Return
|
||
9.79%
|
12/31/14
|
-8.32%
|
6/30/15
|
One
Year
|
Five
Year
|
Ten
Year
|
Since
Inception
|
Share Class
Inception
Date
|
|
AQR Managed Futures Strategy
Fund-Class I
|
|||||
Return Before Taxes
|
-1.06%
|
-1.95%
|
0.45%
|
-
|
01/05/2010
|
Return After Taxes on
Distributions
|
-3.69%
|
-3.13%
|
-0.77%
|
-
|
|
Return After Taxes on
Distributions and Sale of Fund
Shares
|
-0.64%
|
-1.95%
|
-0.07%
|
-
|
|
ICE BofAML US 3-Month Treasury
Bill Index (reflects no deductions
for fees, expenses or taxes)
|
0.05%
|
1.14%
|
0.63%
|
-
|
|
AQR Managed Futures Strategy
Fund-Class N
|
|||||
Return Before Taxes
|
-1.31%
|
-2.20%
|
0.18%
|
-
|
01/05/2010
|
ICE BofAML US 3-Month Treasury
Bill Index (reflects no deductions
for fees, expenses or taxes)
|
0.05%
|
1.14%
|
0.63%
|
-
|
|
AQR Managed Futures Strategy
Fund-Class R6
|
|||||
Return Before Taxes
|
-0.94%
|
-1.86%
|
-
|
-0.53%*
|
09/02/2014
|
ICE BofAML US 3-Month Treasury
Bill Index (reflects no deductions
for fees, expenses or taxes)
|
0.05%
|
1.14%
|
-
|
0.83%*
|
Name
|
Portfolio Manager
of the Fund Since
|
Title
|
Clifford S. Asness, Ph.D., M.B.A.
|
January 5, 2010
|
Managing and Founding Principal of the Adviser
|
John M. Liew, Ph.D., M.B.A.
|
January 5, 2010
|
Founding Principal of the Adviser
|
Jordan Brooks, Ph.D., M.A.
|
March 1, 2022
|
Principal of the Adviser
|
Yao Hua Ooi
|
January 5, 2010
|
Principal of the Adviser
|
Ashwin Thapar
|
January 1, 2022
|
Principal of the Adviser
|
Erik Stamelos
|
January 1, 2022
|
Managing Director of the Adviser
|
Class N Shares
|
Class I Shares
|
Class R6 Shares
|
|
Minimum Initial Investment
|
$1,000,0001
|
$5,000,0001
|
$50,000,0001
|
Minimum Subsequent Investment
|
None
|
None
|
None
|