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Aqr managed futures returns

Aqr managed futures returns

19 Sep 2017 Taken as a group, managed futures mutual funds have been And within that average annual return is a world of variation, and not all of it the good variety. The $11.9 billion AQR Managed Futures Stratgegy I, for example,  AQR Managed Futures Strategy Fund: The use of derivatives, forward and futures contracts, and commodities exposes the Fund to additional risks including increased volatility, lack of liquidity, and possible losses greater than the Fund's initial investment as well as increased transaction costs. Concentration generally will lead to greater price volatility. Learn about AQMIX with our data and independent analysis including NAV, star rating, asset allocation, capital gains, and dividends. Start a 14-day free trial to Morningstar Premium to unlock our The fund has returned 2.66 percent over the past year, -5.25 percent over the past three years, and 0.67 percent over the past five years.

Commodity trading advisors (CTAs) managed approximately $320 billion as of the end of the first quarter of 2012, running “managed futures” funds that invest long or short in futures contracts on a variety of commodities, such as metals, grains, cotton and other physical goods, as well as futures and forwards on equity indices, Treasury bonds and currencies.

As a pioneer in alternative investing, AQR has a long track record of managing the complexities of these types of strategies. By investing long and short, and balancing exposure to factors and asset classes, our alternative strategies are built to seek returns in both up and down markets. The investment objective of the AQR Wholesale Managed Futures Fund (“Fund”) is to seek to produce attractive risk-adjusted returns while targeting a low long term average correlation to traditional markets.

AQR Managed Futures Strategy Fund: The use of derivatives, forward and futures contracts, and commodities exposes the Fund to additional risks including increased volatility, lack of liquidity, and possible losses greater than the Fund's initial investment as well as increased transaction costs. Concentration generally will lead to greater price volatility.

The fund has returned 2.66 percent over the past year, -5.25 percent over the past three years, and 0.67 percent over the past five years. You are about to leave AQR Funds and are being redirected to AQR.com. Please note the AQR.com site may be subject to rules and regulations that may differ significantly from those to which the AQR Funds website is subject and may not be appropriate for use by Current and Historical Performance Performance for AQR Managed Futures Strategy Fu on Yahoo Finance. The Fund seeks positive absolute returns. The Fund invests primarily in a portfolio of futures contracts and futures-related instruments including, but not limited to, equity index futures, currency forwards, commodity futures, swaps on commodity futures, fixed income futures and bond futures. AQR Managed Futures Strategy Fund: The use of derivatives, forward and futures contracts, and commodities exposes the Fund to additional risks including increased volatility, lack of liquidity, and possible losses greater than the Fund's initial investment as well as increased transaction costs. Concentration generally will lead to greater price volatility.

19 Apr 2017 Well, anyone who is investing in systematic programs for their crisis period performance and ability to catch trends, should. You see, systematic 

12 Jun 2017 based AQR manages $20 billion in managed futures in various formats. -0.3% in the first quarter of 2017 in a March 31 performance report. 8 Feb 2018 Strategies that attempt to capture the return premium offered by time-series AQR Capital Management's Brian Hurst, Yao Hua Ooi, and Lasse H. Below is a recap of the authors' Time Series managed futures strategy  4 Apr 2017 Managed futures performed really well in 2008, finishing that year very much in And AQR, the firm founded by quant investor extraordinaire Cliff Here's a breakdown of these performance numbers along with bonds and a  19 Sep 2017 Taken as a group, managed futures mutual funds have been And within that average annual return is a world of variation, and not all of it the good variety. The $11.9 billion AQR Managed Futures Stratgegy I, for example, 

Brian Hurst and Yao Hua Ooi are at AQR Capital Management, and Lasse Heje Pedersen is at Managed Futures funds from the late 1980s, when fund returns.

Managed Futures has historically performed well in bull and bear markets Average Quarterly Returns January 1, 2000 – September 30, 2018 Source: AQR, Bloomberg, Societe Generale. “Managed Futures” is represented by the SG Trend Index. Inception date of January 1, 2000 is the inception of SG Trend Index.

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