AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU3F USD

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Performance History30/06/2021
Growth of 1,000 (GBP) Advanced Graph
AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU3F USD
Fund----6.31.5
+/-Cat-----
+/-B’mrk----17.0-4.9
 
Key Stats
NAV
30/07/2021
 USD 103.09
Day Change 0.30%
Morningstar Category™ Systematic Trend USD
ISIN LU1775565135
Fund Size (Mil)
30/07/2021
 USD 733.67
Share Class Size (Mil)
30/07/2021
 USD 395.14
Max Initial Charge -
Ongoing Charge
10/02/2021
  0.79%
Morningstar Research
Analyst Report

AQR Managed Futures benefits from strong resources and reasonable fees, but a slight shift in the strategy’s philosophy and weak upside returns limit our conviction. While the fund's cheapest share classes maintain a Morningstar Analyst Rating of...

Click here to read this analyst report on the underlying fund.
Morningstar Pillars
PeopleAbove Average
ParentAverage
ProcessAverage
Performance
Price
Investment Objective: AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU3F 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)30/07/2021
YTD-2.34
3 Years Annualised-
5 Years Annualised-
10 Years Annualised-
12 Month Yield 0.00
Management
Manager Name
Start Date
Yao Ooi
01/10/2014
Inception Date
19/02/2019
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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 IAU3F USD30/06/2020
Morningstar Style Box®
Equity Style
Morningstar Style Box®
Fixed Income Style
Asset Allocation
  % Long% Short% Net Assets
Stock30.007.0023.01
Bond574.9227.85547.07
Property0.000.000.00
Cash252.63722.71-470.08
Other0.000.000.00
Fixed Income
Effective Maturity-
Effective Duration-
Top 5 Regions%
No Data Available
Top 5 Sectors%
No Data Available
Top 5 HoldingsSector%
3 Year Australian Treasury Bond ... 67.56
2 Year Treasury Note Future Sept 2048.82
5 Year Treasury Note Future Sept 2035.69
Long Gilt Future Sept 2023.42
Euro Bobl Future Sept 2012.86
AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU3F 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)

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