C000145940 Performance — AQR Multi-Strategy Alternative Fund, Class R6
Data updated: 2020-11-20
C000145940 returned −29.79% over one year to Sep 2020. Over one year the fund trailed its Emerging Markets Equity category average: $100 grew to $70, against $109 for the category. Volatility over the past 12 months was 15.50% a year. In the 12 months to Sep 2020 the fund lost a net $363.2M, and assets reached $34.20M.
C000145940 Growth of $100
What $100 invested in AQR Multi-Strategy Alternative Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | C000145940 | Category average |
|---|---|---|
| 1 year (Oct 2019 – Sep 2020) | $70 | $109 |
| Since data start (Jul 2019 – Sep 2020) | $69 | $106 |
C000145940 Trailing Returns
Total returns to Sep 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −29.79% |
C000145940 Annual Returns
Calendar-year total returns of AQR Multi-Strategy Alternative Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Sep) | −27.80% |
| 2019 (Jul–Dec) | −4.08% |
C000145940 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −3.0% | −4.4% | −15.4% | −1.6% | −6.1% | −1.4% | +0.8% | +0.2% | 0.0% | — | — | — |
| 2019 | — | — | — | — | — | — | +1.2% | −2.3% | −0.3% | −2.2% | −1.0% | +0.4% |
C000145940 Risk
Risk measures from monthly returns over Oct 2019 – Sep 2020.
- 1-year volatility (annualised): 15.50%
- Best month: +0.79% (Jul 2020)
- Worst month: −15.44% (Mar 2020)
C000145940 Fund Flows
Monthly money in and out of AQR Multi-Strategy Alternative Fund, from SEC Form N-PORT.
- 12-month net flow: −$363.2M
- 12-month gross sales (incl. reinvestments): $44.8M
- Sales ÷ redemptions: 0.11×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2020 | $14K | $1.4M | −$1.4M |
| Aug 2020 | $304K | $1.7M | −$1.4M |
| Jul 2020 | $129K | $3.5M | −$3.4M |
| Jun 2020 | $2.6M | $2.5M | $146K |
| May 2020 | $1.8M | $8.0M | −$6.1M |
| Apr 2020 | $295K | $9.7M | −$9.4M |
| Mar 2020 | $1.2M | $152.9M | −$151.7M |
| Feb 2020 | $6.0M | $60.5M | −$54.5M |
| Jan 2020 | $11.5M | $33.0M | −$21.5M |
| Dec 2019 | $13.7M | $37.3M | −$23.6M |
| Nov 2019 | $4.2M | $42.5M | −$38.3M |
| Oct 2019 | $3.0M | $54.9M | −$52.0M |
C000145940 Assets Under Management
Net assets of AQR Multi-Strategy Alternative Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-09-30 | $34.20M |
| 2020-06-30 | $40.11M |
| 2020-03-31 | $59.61M |
| 2019-12-31 | $333.98M |
| 2019-09-30 | $459.80M |
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.