---
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: "2026-06-02"
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 | 1020 |
| Primer NAV | 2022-03-08 |
| Último NAV | 2026-06-02 |


## Rentabilidad y riesgo

| Métrica | Valor |
| --- | --- |
| Rentabilidad anualizada | +9.33% |
| Volatilidad anualizada | 9.63% |
| Sharpe | 1.02 |
| Sortino | 1.24 |
| Calmar | 0.69 |
| Máxima caída | -13.42% |
| Mejor mes | +7.24% |
| Peor mes | -5.66% |
| % meses positivos | 0.65% |
| Media mes positivo | +2.42% |
| Media mes negativo | -2.35% |


### Retornos por ventana

| Ventana | Valor |
| --- | --- |
| 1M | +0.41% |
| 3M | +3.65% |
| 6M | +10.10% |
| YTD | +8.44% |
| 1Y | +17.55% |
| 3Y | +30.10% |
| 5Y | — |


## Caídas

| Métrica | Valor |
| --- | --- |
| Máxima caída | -13.42% |
| Caída media | -2.73% |
| Caída mediana | -1.56% |
| Caída peor 5% | -12.41% |
| % tiempo en caída | 90.11% |
| Recuperación máx. caída | 239 días |
| Recuperación media | 34 días |
| Recuperación mediana | 6 días |


## NAV (últimos 24 meses)

_Muestra de 24 puntos. Serie completa en la [versión HTML](https://fundtium.com/fondos/aqr-managed-futures-ucits/analisis)._

| Fecha | NAV | Monthly | YTD |
| --- | --- | --- | --- |
| 2024-06-03 | 124.7300 | — | — |
| 2024-07-02 | 122.6600 | — | — |
| 2024-07-31 | 115.9800 | — | — |
| 2024-08-29 | 114.8600 | — | — |
| 2024-09-27 | 118.0700 | — | — |
| 2024-10-28 | 115.4300 | — | — |
| 2024-11-27 | 115.7800 | — | — |
| 2024-12-31 | 119.6000 | — | — |
| 2025-01-31 | 120.9100 | — | — |
| 2025-03-03 | 125.3900 | — | — |
| 2025-03-31 | 126.8300 | — | — |
| 2025-04-30 | 125.1500 | — | — |
| 2025-06-03 | 124.8800 | — | — |
| 2025-07-07 | 122.9100 | — | — |
| 2025-08-04 | 122.8800 | — | — |
| 2025-09-03 | 125.1600 | — | — |
| 2025-10-02 | 131.0800 | — | — |
| 2025-10-31 | 132.0100 | — | — |
| 2025-12-02 | 132.5000 | — | — |
| 2026-01-05 | 135.7700 | — | — |
| 2026-02-03 | 140.0500 | — | — |
| 2026-03-04 | 141.1600 | — | — |
| 2026-04-01 | 143.6600 | — | — |
| 2026-05-04 | 144.9200 | — | — |