The investment seeks positive absolute returns.
The fund allocates its assets among four major asset classes (commodities, currencies, fixed income and equities). Generally, it gains exposure to asset classes by investing in more than 100 futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, equity index futures and equity swaps; bond futures and swaps; interest rate futures and swaps; commodity futures and swaps; and currency futures and forwards, either by investing directly in those Instruments, or indirectly by investing in the Subsidiary that invests in those Instruments. The fund is non-diversified.
Links:  http://www.globalfunddata.com/funds/new/performance/management?variant=AQR Funds
 http://www.globalfunddata.com/funds/new/performance/domicile?variant=United States
 http://www.globalfunddata.com/funds/new/performance/fund_administrator?variant=J. P. Morgan Chase Bank, N.A.
 http://www.globalfunddata.com/funds/new/performance/strategy?variant=Managed Futures
 http://www.globalfunddata.com/funds/new/performance/structure?variant=Open Ended Investment Company
 http://www.globalfunddata.com/funds/new/performance/city?variant=Greenwich___United States
 http://www.globalfunddata.com/funds/new/performance/country?variant=United States
 http://www.globalfunddata.com/funds/new/performance/custodian?variant=J. P. Morgan Chase Bank, N.A.
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