AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU1F USD

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Morningstar Rating™(Relative to Category)30/09/2024
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearHighAbove Average5 star
5-YearAbove AverageAverage3 star
10-Year--Not Rated
OverallAbove AverageAverage4 star
 
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1 Year Daily Volatility Chart (annualised)
  • AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU1F USD
  • Morningstar US Mod Tgt Alloc NR USD
%
Volatility Measurements31/10/2024
 
3-Yr Std Dev19.35 %
3-Yr Mean Return12.78 %
 
3-Yr Sharpe Ratio0.45
 
Modern Portfolio Statistics31/10/202431/10/2024
 Standard IndexBest Fit Index
 Morningstar US Mod Tgt Alloc NR USD  Morningstar US 1-3Y Core Bd TR USD
3-Yr Beta-0.64-4.72
3-Yr Alpha5.41-6.87
 
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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)
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