AQR Managed Futures Strategy HV I
QMHIX
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Capital Structure
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in mil. unless spec.- Sector
- Financial Services
- Industry
- Asset Management
- Address
- Two Greenwich Plaza Greenwich CT United States of America 6830
- IPO Date
- Jul 16, 2013
- CIK
- 0001444822
- Website
- funds.aqr.com
- Similar Companies
- Business
- AQR Managed Futures Strategy HV Fund, a hedged vehicle that seeks positive absolute returns through a diversified, quantitative futures-based program, operates as an alternative investment strategy under the AQR umbrella. The fund invests primarily in a broad portfolio of liquid futures contracts and futures-related instruments, including equity, fixed income, currency, and commodity exposures, with positions informed by proprietary trend-following signals and cross-asset momentum signals designed to capture persistent price trends across global markets. The objective is to deliver attractive risk-adjusted returns by going long assets in uptrends and short assets in downtrends, aiming to perform across varying market environments. Main products and services - Investment strategy and management: quantitative managed futures program utilizing systematic trend-following and cross-asset signals; long and short exposure to global futures markets; derivatives-based risk management through swaps and futures. - Fund structures and share classes: multiple share classes including Class I and Class N with varying liquidity, fee structures, and minimum investment requirements; daily liquidity and net asset value reporting. - Client solutions and access channels: discretionary investment management for institutional and qualified investor clients; documented policy frameworks for risk controls, leverage limits, and collateral management; periodic statements, performance reporting, and transparency into holdings. - Risk and analytics: comprehensive risk monitoring, diversification across asset classes, stress testing, and scenario analysis; disclosure of risk allocations and portfolio construction methodology; guidance on expected volatility targets and potential drawdowns. Geographic operations and market focus - Global market reach across developed and emerging markets; exposure to equities, fixed income, currencies, and commodities across multiple regions; fund is marketed to investors in the United States with potential accessibility to other jurisdictions via affiliated offerings. Founding and corporate context - Founding year and headquarters: established in the contemporary managed futures space with headquarters in the United States; operations coordinated through AQR’s investment management platform. - Parent/subsidiary relationships: part of AQR Capital Management’s alternatives capabilities, leveraging the firm’s quantitative research, risk management, and global trading infrastructure. Latest major changes - Strategic partnerships and alliances: ongoing collaborations within AQR’s broader alternatives ecosystem to enhance product integration, distribution, and client servicing capabilities. - Fund updates and launches: periodic product refinements to the HV strategy framework, incorporating evolving signals and risk controls; adjustments to share class availability and fee schedules to align with investor demand and regulatory considerations. - Growth and expansion: expansions in assets under management through continued marketing to institutional clients, and potential inclusion in broader alternative investment platforms; ongoing enhancements to liquidity terms and governance structures to meet changing regulatory and market environments. Additional context - Industry and segments: alternative investments, managed futures, quantitative investment strategies. - Target markets and customers: institutions, high-net-worth individuals, and other accredited investors seeking diversified exposure to global futures markets and non-correlated return streams. - Subsidiaries and corporate structure: aligned with AQR Capital Management’s product lines; operates under the firm’s governance, compliance, and operational framework to support cross-product integration and risk management. - Notable characteristics: the HV designation denotes a high-volume or high-value product structure, with emphasis on comprehensive trend-following across a broad instrument universe and explicit risk budgeting within the portfolio. - Performance and risk profile: strategy targets volatility management around a predefined objective while pursuing positive absolute returns, acknowledging potential for higher short-term volatility typical of trend-following approaches. Note: This description reflects publicly disclosed details about the fund’s investment approach, product structure, and recent strategic developments as of the latest available filings and provider pages.