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AQMIX: AQR MANAGED FUTURES STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info 10.71 0(0.0%) June 10
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (90%) |
| Start Date: | 01/06/2010 |
| Last Dividend Date: | 12/29/2025 |
| 12-Mo. Yield | 2.45% |
| Expenses | 1.18% |
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Performance Analytics (As of 06/10/2026)
Not up-to-date? Try| Last 1 Week* | YTD*(2026) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -1.7 | 11.9 | 25.6 | 12.2 | 12.5 | 4.9 | 4.5 | 4.3 | 12.1 | 8.4 | 1.8 | 35.5 | -1.0 | -0.4 | 1.9 | -8.9 | -1.0 | -8.4 | 2.0 | 9.7 | 9.4 | 3.0 | -6.4 | 6.1 |
| Sharpe Ratio | NA | 2.96 | 2.49 | 0.92 | 0.92 | 0.33 | NA | 0.34 | 1.06 | 0.48 | -0.18 | 2.56 | -0.11 | -0.07 | 0.05 | -1.02 | -0.24 | -0.81 | 0.18 | 1.15 | 1.12 | 0.36 | -0.71 | 0.71 |
| Draw Down(%) | NA | 3.0 | 3.1 | 13.6 | 13.6 | 23.3 | NA | 26.5 | 5.5 | 13.6 | 7.3 | 9.1 | 9.4 | 9.9 | 10.7 | 14.6 | 10.7 | 14.8 | 11.3 | 7.9 | 7.4 | 7.7 | 9.8 | 5.1 |
| Standard Deviation(%) | NA | 9.8 | 8.8 | 9.8 | 10.9 | 10.0 | NA | 9.6 | 9.9 | 9.9 | 10.2 | 13.3 | 10.1 | 9.4 | 8.2 | 10.1 | 6.9 | 10.7 | 10.8 | 8.4 | 8.4 | 8.2 | 9.1 | 8.7 |
| Treynor Ratio | NA | -4.55 | 2.05 | 2.39 | -1.48 | -0.81 | NA | -2.17 | 2.91 | 0.19 | 0.1 | -1.43 | -0.05 | 0.1 | -0.04 | -0.67 | -0.03 | 0.25 | -0.13 | 0.29 | 0.24 | -0.59 | 2.38 | 0.29 |
| Alpha | NA | 0.11 | 0.07 | 0.03 | 0.04 | 0.02 | NA | 0.02 | 0.04 | 0.0 | 0.01 | 0.1 | -0.02 | 0.01 | 0.02 | -0.04 | -0.05 | -0.02 | 0.01 | 0.02 | -0.01 | 0.02 | -0.02 | 0.01 |
| Beta | NA | -0.06 | 0.11 | 0.04 | -0.07 | -0.04 | NA | -0.02 | 0.04 | 0.25 | -0.18 | -0.24 | 0.22 | -0.07 | -0.12 | 0.15 | 0.6 | -0.35 | -0.15 | 0.34 | 0.39 | -0.05 | -0.03 | 0.21 |
| RSquared | NA | 0.01 | 0.02 | 0.0 | 0.01 | 0.01 | NA | 0.0 | 0.0 | 0.11 | 0.05 | 0.19 | 0.08 | 0.06 | 0.03 | 0.07 | 0.34 | 0.18 | 0.05 | 0.2 | 0.26 | 0.01 | 0.0 | 0.2 |
| Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 2.5 | 4.0 | 8.0 | 15.2 | 6.4 | 5.0 | 3.1 | 0.0 | 0.0 | 0.0 | 6.2 | 9.2 | 1.1 | 0.8 | 0.7 | 3.1 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -33.9 | -52.5 | -38.1 | 120.4 | 20.9 | 60.4 | N/A | N/A | -100.0 | -99.7 | -31.5 | 804.7 | 42.7 | 1.4 | -75.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/05/2010
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