Fact sheet: AQR EmEqUCITS

Fund information
Fund name
AQR Emerging Equities UCITS A2 USD
Fund manager company
FundRock Management Company S.
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The Fund’s investment objective is to outperform the Morgan Stanley Capital International Inc. Emerging Markets Total Return Index with Net Dividends Unhedged in USD (the “Benchmark”) by an average of 200 basis points per calendar year (net of fees) over a full market cycle.
Benchmark
No data available.
Investment style
Smart Tracker
Investment method
Shares
Quick stats
1 Year return
7.6%
1 Year rank in sector
100/258
Sector
FO Equity - Emerging Markets
Yield
-
Fund size
£701m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
137
Top in this sector
Fund name1 Year
Charlemagne Magna New Frontrs43.9%
GAM Star Nth of Sth EM Eq37.4%
HSBC GIFEconScaleIxGEMEq36.5%
Dimensional EmMkt Tgt Val32%
Templeton BRIC32%
...more in FO Equity - Emerging Markets

Performance snapshot

Holdings snapshot

  • China26.4%
    Brazil18.3%
    South Africa10.5%
    Taiwan9.9%
    Korea8.6%
  • Information Technology23.1%
    Financials20.2%
    Consumer Discretionary10.9%
    Materials9.2%
    Consumer Staples8.3%
  • Chinese Equities26.4%
    Brazilian Equities18.3%
    South African Equities10.5%
    Taiwanese Equities9.9%
    South Korean Equities8.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.3%-4.7%7.5%7.6%--
Sector-2.7%-4.3%5.9%6.5%-7.7%0.7%
Rank within sector75 / 263106 / 26787 / 263100 / 258--
Quartile2nd2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund10.6%-16.7%---
Sector9%-14.3%-1.4%-0.7%14.2%
Rank within sector94 / 258191 / 241---
Quartile2nd4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
-
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
-
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
-
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
-
Price movement
52 week high98.43
52 week low73.3
Current bid price-
Current offer price-
Current mid price92.68
Region
1China26.38%
2Brazil18.31%
3South Africa10.51%
4Taiwan9.87%
5Korea8.63%
6Russia6.9%
7India6.68%
8Indonesia3.43%
9Hungary2.24%
Industry sector
1Information Technology23.05%
2Financials20.18%
3Consumer Discretionary10.89%
4Materials9.2%
5Consumer Staples8.34%
6Energy8.31%
7Telecommunications Utilities6.21%
8Industrials5.17%
9Utilities3.32%
Asset type
1Chinese Equities26.38%
2Brazilian Equities18.31%
3South African Equities10.51%
4Taiwanese Equities9.87%
5South Korean Equities8.63%
6Russian Equities6.9%
7Indian Equities6.68%
8Indonesian Equities3.43%
9Hungarian Equities2.24%
Individual holdings
No data available.
Management
Fund manager group
RBS
Fund manager company
FundRock Management Company S.
Fund type
Offshore Fund
Fund objective
The Fund’s investment objective is to outperform the Morgan Stanley Capital International Inc. Emerging Markets Total Return Index with Net Dividends Unhedged in USD (the “Benchmark”) by an average of 200 basis points per calendar year (net of fees) over a full market cycle.
Benchmark
No data available.
Investment style
Smart Tracker
Investment method
Shares
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Germany, Denmark, Spain, Finland, France, United Kingdom, Iceland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
AQR Emerging Equities UCITS A1 USD
Initial charge-
Annual charge0.85%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price87.14
CurrencyUSD
Price updated30/09/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0EB
AQR Emerging Equities UCITS A2 USD
Initial charge-
Annual charge0.75%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price92.68
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0EC
AQR Emerging Equities UCITS A3 USD
Initial charge-
Annual charge0.7%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price97.6
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WP
AQR Emerging Equities UCITS B1 EUR
Initial charge-
Annual charge0.85%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price89.89
CurrencyEUR
Price updated30/09/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWAD
AQR Emerging Equities UCITS B2 EUR
Initial charge-
Annual charge0.75%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price112.75
CurrencyEUR
Price updated02/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0MG
AQR Emerging Equities UCITS B3 EUR
Initial charge-
Annual charge0.7%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price117.34
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0ED
AQR Emerging Equities UCITS C1 GBP
Initial charge-
Annual charge0.85%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price88.48
CurrencyGBP
Price updated30/09/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWAE
AQR Emerging Equities UCITS C2 GBP
Initial charge-
Annual charge0.75%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price116.69
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0EE
AQR Emerging Equities UCITS C3 GBP
Initial charge-
Annual charge0.7%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price94.31
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WO
AQR Emerging Equities UCITS D1 CHF
Initial charge-
Annual charge0.85%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WN
AQR Emerging Equities UCITS D2 CHF
Initial charge-
Annual charge0.75%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WM
AQR Emerging Equities UCITS D3 CHF
Initial charge-
Annual charge0.7%
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price-
CurrencyCHF
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WL
AQR Emerging Equities UCITS E EUR
Initial charge-
Annual charge-
Min single investment£100,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price119.59
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0EF
Data provided by

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