AQR Managed Futures Strategy Fund
AQMIX
NASDAQ- -
USD
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Capital Structure
FRC
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in mil. unless spec.Working Capital
FRC
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in mil. unless spec.Growth Rates
FRC
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in mil. unless spec.Quarterly Revenue
FRC
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in mil. unless spec.Quarterly Earnings Per Share
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in mil. unless spec.Quarterly Dividends Per Share
FRC
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in mil. unless spec.- CEO
- Clifford S. Asness
- Sector
- Financial Services
- Industry
- Asset Management
- Address
- Greenwich, CT 06830 Greenwich CT United States of America 06830
- IPO Date
- Jan 5, 2010
- CIK
- 0001444822
- Website
- aqrfunds.com
- Similar Companies
- Business
- AQR Managed Futures Strategy Fund (AQMIX) is a mutual fund managed by AQR Capital Management, LLC, that seeks positive absolute returns by investing long and short in liquid futures and other derivative instruments across global equities, fixed income, currencies, and commodities markets. Positions are determined using proprietary signals combining price trends and economic trends to go long markets exhibiting positive momentum and short those with negative trends; the strategy employs a diverse portfolio of several hundred futures-related instruments, including exposure to alternative markets, with recent risk allocations showing equities at 54.89%, commodities at 19.65%, currencies at 11.46%, and fixed income at 14.00% as of September 30, 2025. The fund, which features Class I shares with a net expense ratio of 2.72% (adjusted to 1.26% for certain investment-related expenses), maintains approximately 975 long and 1,017 short holdings, a realized beta to the S&P 500 of -0.13 since inception, and annualized volatility of 10.08%. Launched on January 5, 2010, with approximately $2.34 billion in assets under management as of late 2025, AQMIX operates within the systematic trend-following category and is available primarily to institutional investors and high-net-worth individuals with a $5 million minimum investment. AQR Capital Management, the fund's investment adviser founded in 1998 and headquartered in Greenwich, Connecticut, provides quantitative investment strategies globally through offices in Hong Kong, London, Sydney, Munich, Bengaluru, and Dubai. The firm distributes the fund in the United States via ALPS Distributors, Inc., with no sales loads, deferred loads, or redemption fees. In recent developments, AQR Funds announced estimated income and capital gain distributions for 2025 on November 19, 2025, reflecting ongoing portfolio management amid market volatility. Earlier in June 2025, AQR launched the Fusion Mutual Fund series—including the AQR LSE Fusion Fund, AQR CVX Fusion Fund, AQR MS Fusion Fund, and AQR MS Fusion HV Fund—employing portable alpha strategies with leverage to enhance returns for retail investors, marking the firm's first new U.S. mutual funds in four years. These expansions align with AQR's broader resurgence, growing total firm assets to $179 billion by December 2025 while outperforming benchmarks across multiple hedge fund strategies.