Fact sheet: AQR GblCrEqUCTS

Fund information
Fund name
AQR Global Core Equity UCITS B3
Fund manager company
FundRock Management Company S.
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The Fund seeks total return.
Benchmark
No data available.
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
9.2%
1 Year rank in sector
340/473
Sector
FO Equity - International
Yield
-
Fund size
£98m
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.
101
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Performance snapshot

Holdings snapshot

  • USA60.4%
    Japan8.2%
    UK6.7%
    Switzerland3.7%
    Germany3.6%
  • Information Technology19.3%
    Consumer Discretionary16.6%
    Financials14.2%
    Health Care14.1%
    Consumer Staples11.6%
  • US Equities60.4%
    Japanese Equities8.2%
    UK Equities6.7%
    Swiss Equities3.7%
    German Equities3.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%6.8%4.5%9.2%--
Sector0.6%7.5%8.1%11.3%19%61.2%
Rank within sector266 / 495251 / 490379 / 485340 / 473--
Quartile3rd3rd4th3rd
Calendar performance
 YTD - 20162015201420132012
Fund-1.8%----
Sector5.7%0.7%6%21.3%12.7%
Rank within sector429 / 479----
Quartile4th
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 high118.24
52 week low94.06
Current bid price-
Current offer price-
Current mid price110.77
Region
1USA60.41%
2Japan8.15%
3UK6.7%
4Switzerland3.71%
5Germany3.57%
6France3.24%
7Canada2.94%
8Australia2.29%
9Hong Kong1.77%
Industry sector
1Information Technology19.29%
2Consumer Discretionary16.57%
3Financials14.15%
4Health Care14.08%
5Consumer Staples11.6%
6Industrials10.82%
7Energy4.7%
8Utilities2.57%
9Telecommunications Utilities2.49%
Asset type
1US Equities60.41%
2Japanese Equities8.15%
3UK Equities6.7%
4Swiss Equities3.71%
5German Equities3.57%
6French Equities3.24%
7Canadian Equities2.94%
8Australian Equities2.29%
9Hong Kong Equities1.77%
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 seeks total return.
Benchmark
No data available.
Investment style
Value
Investment method
Shares
Fund manager
No data available.
Compliance
Transparent for Austrian Tax, 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 Global Core Equity UCITS A1 USD
Initial charge-
Annual charge0.4%
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-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WJ
AQR Global Core Equity UCITS A2 USD
Initial charge-
Annual charge0.3%
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-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WI
AQR Global Core Equity UCITS A3 USD
Initial charge-
Annual charge0.25%
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-
CurrencyUSD
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WH
AQR Global Core Equity UCITS B1 EUR
Initial charge-
Annual charge0.4%
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-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WG
AQR Global Core Equity UCITS B2 EUR
Initial charge-
Annual charge0.3%
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-
CurrencyEUR
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WF
AQR Global Core Equity UCITS B3
Initial charge-
Annual charge0.25%
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 price110.77
CurrencyEUR
Price updated29/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVYT
AQR Global Core Equity UCITS C1 GBP
Initial charge-
Annual charge0.4%
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-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WE
AQR Global Core Equity UCITS C2 GBP
Initial charge-
Annual charge0.3%
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-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WD
AQR Global Core Equity UCITS C3 GBP
Initial charge-
Annual charge0.25%
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-
CurrencyGBP
Price updated01/01/1900
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0WC
AQR Global Core Equity UCITS D1 CHF
Initial charge-
Annual charge0.4%
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 codeE0WB
AQR Global Core Equity UCITS D2 CHF
Initial charge-
Annual charge0.3%
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 codeE0WA
AQR Global Core Equity UCITS D3 CHF
Initial charge-
Annual charge0.25%
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 codeE0VZ
Data provided by

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