AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU3F USD

Investment Style Details31/12/2019
Morningstar Style Box®
Equity Style
SizeRel to Cat
Average Mkt Cap (Mil)USD 39369-
Market Capitalisation% of Equity
Giant-
Large-
Medium-
Small-
Micro-
Valuations and Growth RatesEquity PortfolioRelative to Category
Price/Prospective Earnings14.990.88
Price/Book1.881.46
Price/Sales1.471.45
Price/Cash Flow6.811.09
Dividend-Yield Factor3.190.74
 
Long-Term Projected Earnings Growth7.820.61
Historical Earnings Growth7.73-2.23
Sales Growth2.081.23
Cash-Flow Growth4.610.68
Book-Value Growth-34.16-6.79
 
Fixed Income Style-
Morningstar Style Box®
Fixed Income Style
SizeRel to Cat
Total Market Value (Mil)USD 683
Maturity Distribution %
1 to 323.45
3 to 50.00
5 to 70.00
7 to 100.00
10 to 150.00
15 to 200.00
20 to 300.00
Over 300.00
Effective Maturity-
Effective Duration-
Credit Quality Breakdown %     %
AAA -   BB-
AA-   B-
A-   Below B-
BBB-   Not Rated-
 
Asset Allocation31/12/2019
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
World Regions31/12/2019
 % of EquityRelative to Category
United States50.502.81
Canada15.90-
Latin America2.46-
United Kingdom10.050.80
Eurozone9.100.13
Europe - ex Euro2.062.88
Europe - Emerging0.1824.67
Africa0.852077.88
Middle East0.12363.88
Japan0.09-
Australasia5.21-
Asia - Developed1.52549.82
Asia - Emerging1.94-
 
Sector Weightings31/12/2019
 % of EquityRelative to Category
 
Top 10 Holdings31/12/2019
 Portfolio
Total Number of Equity Holdings1
Total Number of Bond Holdings41
Assets in Top 10 Holdings73.54
NameSectorCountry% of Assets
DJUBS INDEX GSCO USD (CFD)United States23.23
S&P TSX 60 Index Future Mar 20Canada10.84
UBS (Irl) Sel Money Mkt US Trs Pref DisIreland8.30
FTSE 100 IDX FUT Mar20United Kingdom6.48
Aust 3yr Bond Fut Mar20Australia6.15
Kospi2 Inx Fut Mar20 Jpm (Otc)Korea, Republic Of4.29
EURO STOXX 50 Mar20Germany3.89
ASX SPI 200 Index Future Mar 20Australia3.60
TOPIX Future Mar 20Japan3.43
S&P500 EMINI FUT Mar20United States3.33
 
 
Advertisement
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)

Audience Confirmation


By clicking 'accept' I acknowledge that this website uses cookies and other technologies to tailor my experience and understand how I and other visitors use our site. See 'Cookie Consent' for more detail.

  • Other Morningstar Websites
© Copyright 2020 Morningstar, Inc. All rights reserved.

Terms of Use        Privacy Policy        Cookies