AQR UCITS Funds AQR Managed Futures UCITS Fund G

Performance History30/11/2019
Growth of 1,000 (GBP) Advanced Graph
AQR UCITS Funds AQR Managed Futures UCITS Fund G
Fund---6.4-1.83.5
+/-Cat-----
+/-B’mrk-----
 
Key Stats
NAV
13/12/2019
 USD 95.55
Day Change -1.14%
Morningstar Category™ Alt - Systematic Futures
ISIN LU1278923427
Fund Size (Mil)
13/12/2019
 USD 714.99
Share Class Size (Mil)
13/12/2019
 USD 10.06
Max Initial Charge -
Ongoing Charge
07/03/2019
  0.55%
Investment Objective: AQR UCITS Funds AQR Managed Futures UCITS Fund G
The Fund seeks to produce attractive risk-adjusted returns while maintaining low-to-zero long-term average correlation to traditional markets.
Returns
Trailing Returns (GBP)13/12/2019
YTD0.64
3 Years Annualised-2.08
5 Years Annualised-
10 Years Annualised-
12 Month Yield 0.00
Management
Manager Name
Start Date
Yao Ooi
01/10/2014
Inception Date
30/09/2016
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Category Benchmark
Fund BenchmarkMorningstar Benchmark
Not Benchmarked-
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 Managed Futures UCITS Fund G30/06/2019
Morningstar Style Box®
Equity Style
Morningstar Style Box®
Fixed Income Style
Asset Allocation
  % Long% Short% Net Assets
Stock64.4241.8522.57
Bond460.350.00460.35
Property0.000.000.00
Cash183.27569.32-386.06
Other3.140.003.14
Fixed Income
Effective Maturity-
Effective Duration-
Top 5 Regions%
United States39.58
Australasia23.52
Canada15.19
United Kingdom10.19
Eurozone9.66
Top 5 Sectors%
Financial Services21.85
Technology16.56
Consumer Cyclical11.27
Industrials9.72
Healthcare8.68
Top 5 HoldingsSector%
90day Euro$ Futr Jun2133.98
90day Euro$ Futr Dec1933.66
90day Euro$ Futr Mar2029.92
Euro Schatz Sept1928.60
90day Euro$ Futr Mar2126.21
AQR UCITS Funds AQR Managed Futures UCITS Fund G
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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