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AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class C1 GBP Acc

Performance History31/10/2019
Growth of 1,000 (GBP) Advanced Graph
AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class C1 GBP Acc
Fund-10.310.29.4-7.316.2
+/-Cat-10.6-4.31.4-0.17.0
+/-B’mrk-12.1-8.72.6-5.34.4
 
Key Stats
NAV
12/11/2019
 GBP 125.96
Day Change -0.20%
Morningstar Category™ GBP Flexible Allocation
IA (formerly IMA) Sector -
ISIN LU0995952644
Fund Size (Mil)
12/11/2019
 USD 1517.01
Share Class Size (Mil)
12/11/2019
 USD 43.99
Max Initial Charge -
Ongoing Charge
04/04/2019
  0.50%
Morningstar Research
Analyst Report

AQR Global Risk Parity is run by a capable team, but the strategy lacks a clear and sustainable edge versus similar options. It earns a Morningstar Analyst Rating of Neutral across share classes.Risk parity funds attempt to allocate money so that...

Click here to read this analyst report on the underlying fund.
Morningstar Pillars
PeopleAbove Average
ParentAbove Average
ProcessBelow Average
Performance
Price
Investment Objective: AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class C1 GBP 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.
Returns
Trailing Returns (GBP)12/11/2019
YTD14.97
3 Years Annualised5.83
5 Years Annualised2.75
10 Years Annualised-
12 Month Yield 0.00
Management
Manager Name
Start Date
Michael Mendelson
28/02/2012
Inception Date
17/12/2012
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Category Benchmark
Fund BenchmarkMorningstar Benchmark
Not BenchmarkedMorningstar UK Moderate
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 C1 GBP Acc30/06/2019
Morningstar Style Box®
Equity Style
Morningstar Style Box®
Fixed Income Style
Asset Allocation
  % Long% Short% Net Assets
Stock79.570.0079.57
Bond127.740.00127.74
Property0.000.000.00
Cash199.86340.77-140.91
Other0.010.000.01
Fixed Income
Effective Maturity-
Effective Duration-
Top 5 Regions%
United States89.74
United Kingdom3.28
Eurozone3.08
Canada1.76
Australasia1.17
Top 5 Sectors%
No Data Available
Top 5 HoldingsSector%
Us 10yr Note (Cbt)sep1964.21
BCOMF1 INDEX BARC USD (CFD)34.90
Euro BUND Future Sept1928.28
E-mini S&P 500 Futures Sept1921.30
10 Year Japanese Government Bond... 13.69
AQR UCITS Funds - AQR Global Risk Parity UCITS Fund Class C1 GBP Acc
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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