---
title: "AQR Managed Futures UCITS — Análisis"
description: "Fondo AQR Managed Futures UCITS (ISIN LU1662498721). Gestora: AQR Capital Management."
url: "https://fundtium.com/fondos/aqr-managed-futures-ucits/analisis"
canonical_url: "https://fundtium.com/fondos/aqr-managed-futures-ucits/analisis"
type: "fund"
lang: "es"
isin: "LU1662498721"
currency: "EUR"
asset_class: "multi-asset"
category: "Alternativo"
subcategory: "Retorno Absoluto"
ter: 0.0087
manager: "AQR Capital Management"
manager_url: "https://fundtium.com/gestoras/aqr-capital-management.md"
rating_avg: 0
rating_count: 0
updated_at: "2026-09-10"
fundtium:tabs:
- "https://fundtium.com/fondos/aqr-managed-futures-ucits.md"
- "https://fundtium.com/fondos/aqr-managed-futures-ucits/analisis.md"
- "https://fundtium.com/fondos/aqr-managed-futures-ucits/opiniones.md"
- "https://fundtium.com/fondos/aqr-managed-futures-ucits/debate.md"
fundtium:share_classes: 1
---

# AQR Managed Futures UCITS — Análisis

> [Fondos](https://fundtium.com/fondos) › [AQR Capital Management](https://fundtium.com/gestoras/aqr-capital-management.md) › AQR Managed Futures UCITS

Tabs: [Resumen](https://fundtium.com/fondos/aqr-managed-futures-ucits.md) · **Análisis** · [Reseñas](https://fundtium.com/fondos/aqr-managed-futures-ucits/opiniones.md) · [Debate](https://fundtium.com/fondos/aqr-managed-futures-ucits/debate.md)

## Contexto

| Campo | Valor |
| --- | --- |
| Clase analizada | IAET |
| ISIN clase | LU1662498721 |
| Divisa | EUR |
| Puntos NAV | 1088 |
| Primer NAV | 2022-03-08 |
| Último NAV | 2026-09-10 |


## Rentabilidad y riesgo

| Métrica | Valor |
| --- | --- |
| Rentabilidad anualizada | +9.59% |
| Volatilidad anualizada | 9.62% |
| Sharpe | 1.04 |
| Sortino | 1.28 |
| Calmar | 0.71 |
| Máxima caída | -13.42% |
| Mejor mes | +7.24% |
| Peor mes | -5.66% |
| % meses positivos | 0.65% |
| Media mes positivo | +2.46% |
| Media mes negativo | -2.36% |


### Retornos por ventana

| Ventana | Valor |
| --- | --- |
| 1M | +5.48% |
| 3M | +4.80% |
| 6M | +6.51% |
| YTD | +12.33% |
| 1Y | +19.44% |
| 3Y | +31.88% |
| 5Y | — |


## Caídas

| Métrica | Valor |
| --- | --- |
| Máxima caída | -13.42% |
| Caída media | -2.86% |
| Caída mediana | -1.60% |
| Caída peor 5% | -12.41% |
| % tiempo en caída | 90.16% |
| Recuperación máx. caída | 239 días |
| Recuperación media | 33 días |
| Recuperación mediana | 6 días |


## NAV (últimos 24 meses)

_Muestra de 25 puntos. Serie completa en la [versión HTML](https://fundtium.com/fondos/aqr-managed-futures-ucits/analisis)._

| Fecha | NAV | Monthly | YTD |
| --- | --- | --- | --- |
| 2024-09-10 | 114.4400 | — | — |
| 2024-10-08 | 114.2400 | — | — |
| 2024-11-07 | 115.8800 | — | — |
| 2024-12-09 | 118.4600 | — | — |
| 2025-01-13 | 121.5100 | — | — |
| 2025-02-11 | 124.5600 | — | — |
| 2025-03-12 | 125.2500 | — | — |
| 2025-04-09 | 122.3900 | — | — |
| 2025-05-13 | 120.3400 | — | — |
| 2025-06-13 | 122.8000 | — | — |
| 2025-07-16 | 122.4100 | — | — |
| 2025-08-13 | 124.1600 | — | — |
| 2025-09-12 | 127.4600 | — | — |
| 2025-10-14 | 128.5900 | — | — |
| 2025-11-12 | 134.3900 | — | — |
| 2025-12-11 | 132.0900 | — | — |
| 2026-01-14 | 137.2100 | — | — |
| 2026-02-12 | 141.8500 | — | — |
| 2026-03-13 | 141.9700 | — | — |
| 2026-04-14 | 143.9000 | — | — |
| 2026-05-13 | 146.9400 | — | — |
| 2026-06-12 | 144.4200 | — | — |
| 2026-07-15 | 143.0700 | — | — |
| 2026-08-12 | 144.1500 | — | — |
| 2026-09-10 | 151.1000 | — | — |