Source facts and context
AQR describes a trend-following strategy across hundreds of futures contracts. Its factsheet reports 14.63% for AQMIX in 2025 and 9.20% year-to-date through 30 June 2026, versus 4.18% and 1.74% for the stated Treasury-bill benchmark. Volatility, Sharpe ratio and exposures help place return in a broader context.
PRIME ASI analysis
The example shows how to communicate an algorithmic strategy publicly: specify period, share class, benchmark, risk and method. It is a transparency reference, not a performance comparison with Algo Trade AI.
Barriers, risks and limitations
These are historical results reported by AQR for a specific fund. They are not Algo Trade AI results, do not guarantee future outcomes and may vary by share class and fees.
Primary source
AQR Capital Management
AQR Managed Futures Strategy Fund Fact Sheet
Open source materialThis material is educational and informational. It does not constitute an investment recommendation, an offer or any assurance regarding the future performance of Prime ASI S.A. or its portfolio companies.