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Aqr Managed Futures Strategy Fund Class N: (MF: AQMNX)

(NASDAQ Mutual Funds) As of Apr 2, 2026 06:26 PM ET

$10.44 USD

+0.03 (0.29%)

Zacks MF Rank

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Zacks Rank Definition
1 Strong Buy
2 Buy
3 Hold
4 Sell
5 Strong Sell

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1-Strong Buy of 5 1        

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Latest Performance as of Feb 28, 2026

Total Return %* Percentile Rank Objective
YTD 8.12 4
3 months 10.37 4
6 months 17.69 3
1 Year 19.85 30
3 Year 10.26 76
5 Year 11.99 2
10 Year 3.68 94

* Annual for three years and beyond.

Zacks Premium Research for AQMNX

Zacks MF Rank

This is our Mutual Fund rating system that serves as a timeliness indicator for Mutual Fund's over the next 6 months:

Zacks Rank Definition
1 Strong Buy
2 Buy
3 Hold
4 Sell
5 Strong Sell

Zacks Mutual Fund Rank FAQ - Learn more about the Zacks Mutual Fund Rank
Zacks Mutual Fund Rank Home - All Zacks Rank resources in one place
Zacks Premium - The only way to get access to the Zacks Rank

Strong Buy 1
MF Report

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Portfolio Statistics

% Unrealized Gain 17.40
% Yield 1.89
% SEC Yield NA
Net Assets (Mil $) 2/28/2026 63.04
% Turnover 2/28/2026 438.00

Risk

3 Year 5 Year 10 Year
Beta -0.25 -0.35 -0.19
Alpha 10.15 13.43 4.75
R Squared 0.07 0.20 0.08
Std. Dev. 10.57 11.82 10.57
Sharpe 0.56 0.77 4.00

Sector / Country Weightings

As of 2/28/2026 % of Portfolio
Finance 17.90
Other 16.57
Industrial Cyclical 15.34
Technology 14.55
Non-Durable 7.47
Retail Trade 7.29
Health 6.75
Services 4.61
Consumer Durables 3.68
Utilities 3.66
Energy 2.18

Portfolio Holdings

Top Equity Holdings
(As of 12/31/2025)
% of Portfolio Value (Mil$)
TOTAL*SHORT TERM INVESTME 83.24 2,014.21
TOTAL*OTHER 14.12 341.74
BNP PARIBAS SA ADR 0.68 16.43
MERCK & CO INC 0.68 16.42
NOVARTIS AG REG 0.64 15.53
BRISTOL MYERS SQUIBB CO 0.63 15.32
FEDEX CORP 0.57 13.85
ABERCROMBIE & FITCH CO CL 0.56 13.52
CENTENE CORP 0.53 12.84

Stock Holding % of Net Assets

As Of 12/31/2025
Total Issues 788
Avg. P/E 22.66
Avg. P/Book 3.58
Avg. EPS Growth 8.5
Avg. Market Value (Mil $) 69,667

Composition

% of Portfolio
Stocks 2.55
Foreign Stocks 40.12
Cash 83.24
Bonds 0.00
Foreign Bonds 0.00
Preferred 0.08
Convertible 0.00
Other 14.12
Foreign Hedged 0.00

Style Analysis

% of Portfolio
Large Growth 1.86
Large Value 0.00
Small Growth 0.00
Small Value 0.00
Foreign Stock 0.00
Emerging Market 37.61
Precious Metal 5.43
Intermediate Bond 0.00
Foreign Bond 0.00
High Yield Bond 0.00