AQR Multi-Asset Fund (AQRIX)
The adviser allocates the fund's assets among major asset classes. It will generally have some level of investment in the majority of asset classes and Instruments but there is no stated limit on the percentage of assets the fund can invest in a particular Instrument or the percentage of assets the adviser will allocate to any one asset class, and at times the adviser may focus on a small number of Instruments or asset classes. It is non-diversified.
Fund Info
US00203H8262
00203H826
Sep 29, 2010
$5,000,000
Large-Cap
Value
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR Multi-Asset Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
AQR Multi-Asset Fund had a return of 11.69% year-to-date (YTD) and 15.00% in the last 12 months. Over the past 10 years, AQR Multi-Asset Fund had an annualized return of 2.57%, while the S&P 500 had an annualized return of 11.16%, indicating that AQR Multi-Asset Fund did not perform as well as the benchmark.
AQRIX
11.69%
0.38%
2.20%
15.00%
5.70%
2.57%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of AQRIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.98% | 1.43% | 4.74% | -2.02% | 2.95% | 0.10% | 0.38% | 0.10% | 2.85% | -4.16% | 11.69% | ||
| 2023 | 5.44% | -1.83% | 0.77% | 0.22% | -2.93% | 4.13% | 3.22% | -1.04% | -1.68% | -2.67% | 4.50% | 2.97% | 11.13% |
| 2022 | -0.85% | -0.67% | 0.29% | -3.27% | 1.39% | -7.74% | 5.52% | -3.42% | -6.35% | 4.23% | 3.42% | -2.70% | -10.55% |
| 2021 | -0.51% | -0.82% | 3.10% | 3.61% | 2.71% | 1.32% | 3.25% | 0.63% | -3.67% | 1.67% | -0.73% | 2.17% | 13.21% |
| 2020 | -0.41% | -3.85% | -7.13% | 1.75% | 1.37% | 1.02% | 2.68% | 1.85% | -0.75% | -2.15% | 5.28% | 3.65% | 2.68% |
| 2019 | 6.65% | 0.79% | 4.36% | 1.46% | -2.77% | 6.24% | 1.34% | 0.30% | 0.71% | 1.31% | 0.50% | 1.87% | 24.85% |
| 2018 | 1.93% | -4.20% | 1.15% | 0.52% | 0.21% | -1.23% | 0.62% | -0.62% | 0.52% | -4.85% | -0.11% | -4.75% | -10.57% |
| 2017 | 0.96% | 3.61% | -0.10% | 1.13% | 1.32% | -1.30% | 2.84% | 1.48% | 0.10% | 2.62% | 0.57% | -6.03% | 7.05% |
| 2016 | 0.33% | 1.10% | 3.58% | 1.36% | -0.21% | 4.35% | 0.79% | -0.49% | 1.48% | -1.75% | -2.78% | -2.38% | 5.25% |
| 2015 | 3.55% | 1.33% | -0.19% | 1.22% | -1.21% | -3.39% | -1.56% | -5.05% | -0.31% | 2.72% | -1.43% | -6.09% | -10.35% |
| 2014 | -1.11% | 3.94% | 0.09% | 1.98% | 3.63% | 1.96% | -2.01% | 3.42% | -4.71% | 2.17% | 1.10% | -11.51% | -2.14% |
| 2013 | 1.57% | 0.43% | 2.65% | 1.91% | -4.89% | -6.69% | 1.84% | -1.35% | 2.56% | 3.12% | -0.17% | -4.39% | -3.98% |
Expense Ratio
AQRIX features an expense ratio of 0.80%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AQRIX is 50, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for AQR Multi-Asset Fund (AQRIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
AQR Multi-Asset Fund provided a 2.16% dividend yield over the last twelve months, with an annual payout of $0.23 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.23 | $0.23 | $0.60 | $0.57 | $0.11 | $0.93 | $0.28 | $0.19 | $0.24 | $0.00 | $0.44 | $0.27 |
Dividend yield | 2.16% | 2.41% | 6.82% | 5.39% | 1.09% | 9.59% | 3.33% | 1.95% | 2.52% | 0.00% | 4.29% | 2.53% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Multi-Asset Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $0.60 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.57 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2019 | $0.07 | $0.06 | $0.07 | $0.08 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.64 | $0.93 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2013 | $0.27 | $0.27 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the AQR Multi-Asset Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AQR Multi-Asset Fund was 24.06%, occurring on Jan 20, 2016. Recovery took 1005 trading sessions.
The current AQR Multi-Asset Fund drawdown is 1.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.06% | Sep 2, 2014 | 349 | Jan 20, 2016 | 1005 | Jan 16, 2020 | 1354 |
| -17.66% | Feb 20, 2020 | 20 | Mar 18, 2020 | 212 | Jan 20, 2021 | 232 |
| -15.8% | Sep 16, 2021 | 263 | Sep 30, 2022 | 334 | Jan 31, 2024 | 597 |
| -13.34% | May 10, 2013 | 31 | Jun 24, 2013 | 297 | Aug 27, 2014 | 328 |
| -8.34% | Aug 2, 2011 | 82 | Nov 25, 2011 | 44 | Jan 31, 2012 | 126 |
Volatility
Volatility Chart
The current AQR Multi-Asset Fund volatility is 2.37%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.