AQR UCITS Funds - AQR Managed Futures UCITS Fund G USD

Performance History30/06/2020
Growth of 1,000 (GBP) Advanced Graph
AQR UCITS Funds - AQR Managed Futures UCITS Fund G USD
Fund--6.4-1.82.16.4
+/-Cat-----
+/-B’mrk-----
 
Key Stats
NAV
01/07/2020
 USD 94.53
Day Change -1.82%
Morningstar Category™ Alt - Systematic Futures
ISIN LU1278923427
Fund Size (Mil)
01/07/2020
 USD 594.34
Share Class Size (Mil)
01/07/2020
 USD 10.86
Max Initial Charge -
Ongoing Charge
19/02/2020
  0.54%
Morningstar Research
Analyst Report

AQR Managed Futures offers a thoughtfully constructed and straight-forward approach to trend-following. The strategy earns a Morningstar Analyst Rating of Bronze for all share classes,The fund’s goal is to generate positive risk-adjusted returns...

Click here to read this analyst report on the underlying fund.
Morningstar Pillars
PeopleAbove Average
ParentAbove Average
ProcessAbove Average
Performance
Price
Investment Objective: AQR UCITS Funds - AQR Managed Futures UCITS Fund G USD
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)01/07/2020
YTD4.48
3 Years Annualised1.54
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 G USD31/12/2019
Morningstar Style Box®
Equity Style
Morningstar Style Box®
Fixed Income Style
Asset Allocation
  % Long% Short% Net Assets
Stock89.950.6189.34
Bond22.3395.30-72.97
Property0.000.000.00
Cash171.0687.4483.62
Other0.010.000.01
Fixed Income
Effective Maturity-
Effective Duration-
Top 5 Regions%
United States50.50
Canada15.90
United Kingdom10.05
Eurozone9.10
Australasia5.21
Top 5 Sectors%
No Data Available
Top 5 HoldingsSector%
DJUBS INDEX GSCO USD (CFD)23.23
S&P TSX 60 Index Future Mar 2010.84
UBS (Irl) Sel Money Mkt US Trs P... 8.30
FTSE 100 IDX FUT Mar206.48
Aust 3yr Bond Fut Mar206.15
AQR UCITS Funds - AQR Managed Futures UCITS Fund G USD

Related

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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