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

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Performance History31/10/2021
Growth of 1,000 (GBP) Advanced Graph
AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class A1 USD Acc
Fund1.10.115.32.08.9
+/-Cat-0.51.95.9-1.91.8
+/-B’mrk-2.5-1.61.7-7.21.1
 
Key Stats
NAV
26/11/2021
 USD 157.59
Day Change 0.26%
Morningstar Category™ USD Flexible Allocation
ISIN LU0995951752
Fund Size (Mil)
26/11/2021
 USD 925.50
Share Class Size (Mil)
26/11/2021
 USD 3.41
Max Initial Charge -
Ongoing Charge
31/08/2021
  0.50%
Morningstar Research
Analyst Report

AQR Global Risk Parity has been placed under review because of sweeping team changes. The following text was published on 26 Oct 2021.AQR Global Risk Parity is run by a capable team and supported by strong research efforts to back up this...

Click here to read this analyst report on the underlying fund.
Morningstar Pillars
People
ParentAverage
Process
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)26/11/2021
YTD13.53
3 Years Annualised9.91
5 Years Annualised6.75
10 Years Annualised-
12 Month Yield 0.00
Management
Manager Name
Start Date
Michael Mendelson
28/02/2012
Inception Date
28/08/2012
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Category Benchmark
Fund BenchmarkMorningstar Benchmark
SONIACat 50%Barclays US Agg TR&50%FTSE Wld TR
Target Market
Role In Portfolio
Standalone / CoreNot Specific
ComponentNot Specific
OtherNot Specific
Primary Objective
PreservationNo
GrowthYes
IncomeNo
HedgingNo
OtherNot Specific
Portfolio Profile for  AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class A1 USD Acc31/12/2020
Morningstar Style Box®
Equity Style
Morningstar Style Box®
Fixed Income Style
Asset Allocation
  % Long% Short% Net Assets
Stock0.7021.24-20.54
Bond3.6892.74-89.06
Property0.000.000.00
Cash222.9836.15186.83
Other0.000.000.00
Fixed Income
Effective Maturity-
Effective Duration-
Top 5 Regions%
United States100.00
Canada0.00
Latin America0.00
United Kingdom0.00
Eurozone0.00
Top 5 Sectors%
No Data Available
Top 5 HoldingsSector%
UBS (Irl) Sel Money Mkt USD Premier5.09
United States Treasury Notes 0.125%3.69
United States Treasury Notes 0.25%3.24
Germany (Federal Republic Of) 0.5%3.07
United States Treasury Notes 0.875%2.95
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)