AQR Managed Futures Strategy HV Fund Class I
Systematic macro funds fared well on news of the Brexit, with the AQR Managed Futures Strategy Class I (AQMIX) gaining 5.2% on June 24.
Company & Industry Overviews
Profit-making opportunities offered by changing trends in macroeconomic cycles are captured by systematic macro strategies.
The CBOE Volatility Index, a popular measure of the implied volatility of S&P 500 Index options, breached the 40 level on August 24, 2015.