AQR Multi-Asset Fund (AQRIX)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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.

AQR Multi-Asset Fund (AQRIX) has returned 0.25% so far this year and 13.68% over the past 12 months. Over the last ten years, AQRIX has returned 7.81% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Sep 30, 2010, AQRIX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jun 2019 with a return of +6.2%, while the worst month was Jun 2022 at -7.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AQRIX closed higher 51% of trading days. The best single day was Dec 23, 2021 with a return of +6.4%, while the worst single day was Dec 27, 2021 at -5.1%.

AQR Multi-Asset Fund has an annualized alpha of 2.78%, beta of 0.33, and R² of 0.38 versus S&P 500 Index. Calculated based on daily prices since October 01, 2010.

• This fund participated in 58.62% of S&P 500 Index downside but only 50.82% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.33 may look defensive, but with R² of 0.38 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R² of 0.38 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.

AQRIX has an expense ratio of 0.80%, placing it in the medium range.

AQRIX ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for AQR Multi-Asset Fund (AQRIX) and compare them to a chosen benchmark (S&P 500 Index).

AQR Multi-Asset Fund provided a 3.84% dividend yield over the last twelve months, with an annual payout of $0.46 per share.

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.

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.

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 19.37%, occurring on Sep 30, 2022. Recovery took 367 trading sessions.

The current AQR Multi-Asset Fund drawdown is 6.78%.

The chart below shows the rolling one-month volatility.