AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class A1 USD Acc

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Performance History30/11/2024
Growth of 1,000 (GBP) Advanced Graph
AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class A1 USD Acc
Fund2.012.5-6.2-0.76.4
+/-Cat-1.93.6-3.8-5.0-3.4
+/-B’mrk-4.0-3.6-8.1-4.8
 
Key Stats
NAV
06/12/2024
 USD 149.01
Day Change 0.52%
Morningstar Category™ USD Flexible Allocation
ISIN LU0995951752
Fund Size (Mil)
06/12/2024
 USD 870.83
Share Class Size (Mil)
06/12/2024
 USD 16.55
Max Initial Charge -
Ongoing Charge
12/09/2024
  0.50%
Morningstar Research
Analyst Report22/11/2024
Thomas De Fauw, Analyst
Morningstar, Inc

AQR Global Risk Parity continues to be run by a capable team and supported by strong research efforts to back up this systematic approach. Although it lacks some potentially value-adding elements present in some competitors, this strategy...

Click here to read this analyst report on the underlying fund.
Morningstar Pillars
People24
Parent23
Process23
Performance
Price
Investment Objective: AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class A1 USD Acc
The Fund seeks efficiently to deliver exposure to a broadly diversified set of global risk premia covering equities, government bonds and eligible, diversified commodity indices. There can be no assurance that the Fund will achieve its investment objective. The Fund is actively managed and will seek to achieve its Investment Objective through exposures to global developed and emerging stocks, developed government bonds, global inflation protected bonds and eligible, diversified commodity indices, among other exposures (each an “Asset Class” and together the “Asset Classes”).
Returns
Trailing Returns (GBP)06/12/2024
YTD7.18
3 Years Annualised-0.33
5 Years Annualised2.95
10 Years Annualised5.42
12 Month Yield 0.00
Management
Manager Name
Start Date
John Huss
28/02/2012
John Liew
28/02/2012
Click here to see others
Inception Date
28/08/2012
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Category Benchmark
Fund BenchmarkMorningstar Benchmark
Not BenchmarkedMorningstar EAA USD Mod Tgt Alloc NR USD
Target Market
Role In Portfolio
Standalone / CoreNot Specific
ComponentNot Specific
OtherNot Specific
Primary Objective
PreservationNot Specific
GrowthYes
IncomeNo
HedgingNo
OtherNot Specific
Portfolio Profile for  AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class A1 USD Acc30/06/2024
Morningstar Style Box®
Equity Style
Morningstar Style Box®
Fixed Income Style
Asset Allocation
  % Long% Short% Net Assets
Stock29.8413.1216.72
Bond5.6466.63-60.99
Property0.000.000.00
Cash194.0069.85124.15
Other0.030.010.02
Fixed Income
Effective Maturity-
Effective Duration-
Top 5 Regions%
United States64.36
Eurozone6.98
Japan5.27
Europe - ex Euro5.15
Asia - Emerging4.59
Top 5 Sectors%
Technology29.14
Financial Services17.28
Healthcare12.53
Industrials10.77
Consumer Cyclical9.36
Top 5 HoldingsSector%
UBS (Irl) Sel Money Mkt USD Premier8.14
United States Treasury Notes 0.125%4.84
United States Treasury Notes 1.375%4.44
United States Treasury Notes 1.75%3.26
France (Republic Of) 0.1%2.90
AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class A1 USD Acc

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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)
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