AQRIX Performance — AQR Multi-Asset Fund, Class I
Data updated: 2026-08-27
AQRIX returned +8.21% year to date and +17.97% over one year to Jun 2026. Annualised returns are +14.44% over 3 years and +8.11% over 5 years. The fund beat its Moderate Allocation category average: $100 invested three years ago grew to $150, against $136 for the category, and to $118 over one year, against $112. Volatility over the past three years was 9.23% a year. In the 12 months to Jun 2026 the fund took in a net $1.2B, and assets reached $2.75B.
AQRIX Growth of $100
What $100 invested in AQR Multi-Asset Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | AQRIX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $118 | $112 |
| 3 years (Jul 2023 – Jun 2026) | $150 | $136 |
| 5 years (Jul 2021 – Jun 2026) | $148 | $129 |
| Since data start (Jul 2019 – Jun 2026) | $177 | $154 |
AQRIX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +8.21% |
| 1 year | +17.97% |
| 3 years (annualised) | +14.44% |
| 5 years (annualised) | +8.11% |
AQRIX Annual Returns
Calendar-year total returns of AQR Multi-Asset Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +8.21% |
| 2025 | +18.72% |
| 2024 | +10.92% |
| 2023 | +11.13% |
| 2022 | −10.52% |
| 2021 | +14.34% |
| 2020 | +2.68% |
| 2019 (Jul–Dec) | +6.20% |
AQRIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.5% | +4.9% | −5.1% | +5.0% | +2.5% | −1.4% | — | — | — | — | — | — |
| 2025 | +4.4% | +2.3% | −2.0% | −1.2% | +2.1% | +3.1% | +0.3% | +2.4% | +3.1% | +2.3% | +0.8% | −0.1% |
| 2024 | +2.0% | +1.4% | +4.7% | −2.0% | +2.9% | +0.1% | +0.4% | +0.1% | +2.8% | −4.2% | +4.5% | −2.1% |
| 2023 | +5.4% | −1.8% | +0.8% | +0.2% | −2.9% | +4.1% | +3.2% | −1.0% | −1.7% | −2.7% | +4.5% | +3.0% |
| 2022 | −0.9% | −0.7% | +0.3% | −3.3% | +1.4% | −7.7% | +5.5% | −3.4% | −6.4% | +4.2% | +3.4% | −2.7% |
| 2021 | −0.5% | −0.8% | +3.1% | +3.6% | +2.7% | +1.3% | +3.3% | +0.6% | −3.7% | +1.7% | −0.7% | +3.2% |
| 2020 | −0.4% | −3.8% | −7.1% | +1.7% | +1.4% | +1.0% | +2.7% | +1.8% | −0.7% | −2.2% | +5.3% | +3.6% |
| 2019 | — | — | — | — | — | — | +1.3% | +0.4% | +0.6% | +1.3% | +0.5% | +1.9% |
AQRIX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.23%
- 3-year Sharpe ratio: 1.08 (vs 4.5% risk-free rate)
- Best month: +5.01% (Apr 2026)
- Worst month: −5.14% (Mar 2026)
AQRIX Fund Flows
Monthly money in and out of AQR Multi-Asset Fund, from SEC Form N-PORT.
- 12-month net flow: $1.2B
- 12-month gross sales (incl. reinvestments): $1.4B
- Sales ÷ redemptions: 7.52×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $140.6M | $2.7M | $137.9M |
| May 2026 | $113.1M | $10.0M | $103.0M |
| Apr 2026 | $72.4M | $10.0M | $62.4M |
| Mar 2026 | $208.9M | $10.5M | $198.4M |
| Feb 2026 | $105.1M | $5.6M | $99.5M |
| Jan 2026 | $178.3M | $30.6M | $147.7M |
| Dec 2025 | $169.0M | $21.1M | $147.9M |
| Nov 2025 | $79.7M | $16.6M | $63.1M |
| Oct 2025 | $70.5M | $10.2M | $60.3M |
| Sep 2025 | $50.3M | $25.3M | $25.0M |
| Aug 2025 | $53.8M | $15.9M | $38.0M |
| Jul 2025 | $147.9M | $26.2M | $121.7M |
AQRIX Assets Under Management
Net assets of AQR Multi-Asset Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $2.75B |
| 2026-03-31 | $2.30B |
| 2025-12-31 | $1.82B |
| 2025-09-30 | $1.57B |
| 2025-06-30 | $1.30B |
| 2025-03-31 | $1.03B |
| 2024-12-31 | $591.55M |
| 2024-09-30 | $549.83M |
| 2024-06-30 | $440.12M |
| 2024-03-31 | $344.23M |
| 2023-12-31 | $268.47M |
| 2023-09-30 | $232.33M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.