AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU1F USD

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Performance History31/07/2022
Growth of 1,000 (GBP) Advanced Graph
AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU1F USD
Fund-2.51.5-6.6-2.838.7
+/-Cat0.8-4.8-6.3-4.517.8
+/-B’mrk---17.3-16.239.8
 
Key Stats
NAV
10/08/2022
 USD 110.62
Day Change -2.43%
Morningstar Category™ Systematic Trend USD
ISIN LU1662499372
Fund Size (Mil)
10/08/2022
 USD 297.99
Share Class Size (Mil)
10/08/2022
 USD 4.70
Max Initial Charge -
Ongoing Charge
16/02/2022
  1.15%
Morningstar Research
Analyst Report

The pace of innovation has increased at AQR despite the firm’s dwindling resources, yet it’s unclear whether the incremental changes to AQR Managed Futures are enough to give the strategy an edge over other trend following peers. It continues to...

Click here to read this analyst report on the underlying fund.
Morningstar Pillars
PeopleAverage
ParentAverage
ProcessAverage
Performance
Price
Investment Objective: AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU1F USD
The Fund seeks to produce attractive risk-adjusted returns while maintaining low-to-zero long-term average correlation to traditional markets. The Fund is actively managed and will seek to achieve its Investment Objective by investing in a diversified portfolio of equity, currency, fixed-income instruments and eligible diversified commodity indices, both long and short, in an effort to provide exposure and performance that is, on average, lowly correlated to traditional asset classes. The Fund is not managed in reference to a benchmark.
Returns
Trailing Returns (GBP)10/08/2022
YTD35.34
3 Years Annualised2.19
5 Years Annualised-
10 Years Annualised-
12 Month Yield 0.00
Management
Manager Name
Start Date
John Liew
01/10/2014
Yao Ooi
01/10/2014
Click here to see others
Inception Date
02/11/2017
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Category Benchmark
Fund BenchmarkMorningstar Benchmark
SONIAMorningstar US Mod Tgt Alloc NR USD
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 IAU1F USD31/12/2021
Morningstar Style Box®
Equity Style
Morningstar Style Box®
Fixed Income Style
Asset Allocation
  % Long% Short% Net Assets
Stock0.0835.54-35.45
Bond0.08822.24-822.16
Property0.000.000.00
Cash1232.54274.90957.64
Other0.000.03-0.03
Fixed Income
Effective Maturity-
Effective Duration-
Top 5 Regions%
No Data Available
Top 5 Sectors%
No Data Available
Top 5 HoldingsSector%
UBS (Irl) Sel Money Mkt USD Sust... 10.02
DJUBS INDEX GSCO USD (CFD)0.08
Alphabeta Access Products Ltd0.04
Weser Capital Limited0.04
AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU1F USD

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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)