Fact sheet: AQR GblDfnsEqUCTS

Fund information
Fund name
AQR Global Defensive Equity UCITS A1 USD
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
Capital Protection Targeted,Value
Investment method
Shares
Quick stats
1 Year return
15.9%
1 Year rank in sector
-
Sector
FO Equity - International
Yield
-
Fund size
£261m
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq47.8%
Sanlam Prv Wlt Glbl HgQul39.5%
SKAGEN Focus35.4%
Veritas Global Equity Income35.2%
JOHCM Gbl Opps34.7%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA43.7%
    Japan14.9%
    Canada7.2%
    Australia6.3%
    UK6.2%
  • Consumer Staples23.8%
    Health Care15.3%
    Industrials12.9%
    Utilities11.2%
    Consumer Discretionary8.7%
  • US Equities43.7%
    Japanese Equities14.9%
    Canadian Equities7.2%
    Australian Equities6.3%
    UK Equities6.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.6%5.6%7.3%15.9%--
Sector-0.1%7.7%7.1%8.6%18.1%59.1%
Rank within sector349 / 494407 / 489185 / 484---
Quartile3rd4th2nd
Calendar performance
 YTD - 20162015201420132012
Fund7.7%----
Sector5%0.7%6%21.3%12.7%
Rank within sector-----
Quartile
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.
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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%.
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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.
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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.
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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 high109.64
52 week low100
Current bid price-
Current offer price-
Current mid price107.28
Region
1USA43.74%
2Japan14.92%
3Canada7.19%
4Australia6.29%
5UK6.21%
6Switzerland3.89%
7Hong Kong3.58%
8Singapore2.9%
9France2.66%
Industry sector
1Consumer Staples23.75%
2Health Care15.28%
3Industrials12.86%
4Utilities11.2%
5Consumer Discretionary8.73%
6Financials7.95%
7Telecommunications Utilities7.81%
8Materials5.71%
9Information Technology5.34%
Asset type
1US Equities43.74%
2Japanese Equities14.92%
3Canadian Equities7.19%
4Australian Equities6.29%
5UK Equities6.21%
6Swiss Equities3.89%
7Hong Kong Equities3.58%
8Singapore Equities2.9%
9French Equities2.66%
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
Capital Protection Targeted,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 Defensive 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 price107.28
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0VY
AQR Global Defensive Equity UCITS A2 USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
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 codeE0VX
AQR Global Defensive Equity UCITS A3 USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
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 codeE0VW
AQR Global Defensive Equity UCITS B1 EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
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 codeE0VU
AQR Global Defensive Equity UCITS B2 EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
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 codeE0VV
AQR Global Defensive 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 price120.5
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVYW
AQR Global Defensive Equity UCITS C1 GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price115.89
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0VT
AQR Global Defensive Equity UCITS C2 GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
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 codeE0VS
AQR Global Defensive Equity UCITS C3 GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
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 codeE0VR
AQR Global Defensive Equity UCITS D1 CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
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 codeE0VQ
AQR Global Defensive Equity UCITS D2 CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
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 codeE0VP
AQR Global Defensive Equity UCITS D3 CHF
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
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 codeE0VO
Data provided by

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