QMHIX
AQR Managed Futures Strategy HV Fund
AQR Funds

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
19.98%
3 year
9.88%
5 year
14.27%
10 year
3.72%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2025 onward derived from N-PORT monthly returns

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
14.36%
Sharpe
1.24
Sortino
2.41
Max drawdown
-16.40%
Best month
12.75%
Worst month
-8.85%
Beta vs VTSAX
-0.32
Correlation
-0.28

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.