Fact sheet: AQR Style Prm UCTS

Fund information
Fund name
AQR Style Premia UCITS G
Fund manager company
FundRock Management Company S.
Fund type
Offshore Fund
Fund manager
No data available.
Fund objective
The fund seeks to provide efficient, diversified exposure to four fundamental investment styles - value, momentum, carry and defensive and very low correlation to traditional asset group returns. It maintains attractive liquidity characteristics and achieve a long-term net Sharpe ratio of at least 0.6 over a full market cycle.
Benchmark
  • ML 3 Month T Bill Index
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
0.8%
1 Year rank in sector
31/123
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£896m
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps18.8%
Castellain Value16.6%
Avia Altus14.6%
Garraway Garr FT11.8%
GLG Mkt Neutral9.3%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%1.8%2%0.8%--
Sector-0.5%-1.3%-0.3%-2.2%2.9%6.7%
Rank within sector40 / 11713 / 14031 / 13731 / 123--
Quartile2nd1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund-1.8%----
Sector-1.4%-0.6%5.1%1.4%1.9%
Rank within sector69 / 124----
Quartile3rd
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.
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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.
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Price movement
52 week high115.84
52 week low108.11
Current bid price-
Current offer price-
Current mid price110.84
Region
No data available.
Industry sector
No data available.
Asset type
1International Equities39.01%
2Money Market0.25%
3Fixed Interest-6.43%
Individual holdings
1CONSOLIDATED EDISON INC0.95%
2XCEL ENERGY INC0.93%
3PUBLIC SERVICE ENTERPRISE GROUP INC0.9%
4AMERICAN ELECTRIC POWER CO INC0.89%
5TYSON FOODS INC(DEL)0.78%
6WASTE MANAGEMENT INC0.75%
7HUNTINGTON INGALLS INDUSTRIES INC0.71%
8LEAR CORP0.65%
9INGREDION INC0.58%
Management
Fund manager group
RBS
Fund manager company
FundRock Management Company S.
Fund type
Offshore Fund
Fund objective
The fund seeks to provide efficient, diversified exposure to four fundamental investment styles - value, momentum, carry and defensive and very low correlation to traditional asset group returns. It maintains attractive liquidity characteristics and achieve a long-term net Sharpe ratio of at least 0.6 over a full market cycle.
Benchmark
  • ML 3 Month T Bill Index
Investment style
Multi Strategy
Investment method
Mixed
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 Style Premia UCITS A
Initial charge-
Annual charge0.6%
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 price110.57
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVGM
AQR Style Premia UCITS B
Initial charge-
Annual charge0.6%
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 price109.78
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVYE
AQR Style Premia UCITS C
Initial charge-
Annual charge0.6%
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 price111.8
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVYF
AQR Style Premia UCITS D
Initial charge-
Annual charge0.6%
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 price109.77
CurrencyCHF
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVYG
AQR Style Premia UCITS E
Initial charge-
Annual charge0.5%
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 price110.54
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVYH
AQR Style Premia UCITS F
Initial charge-
Annual charge0.5%
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 price111.79
CurrencyGBP
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVYI
AQR Style Premia UCITS G
Initial charge-
Annual charge1.3%
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 price110.84
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVYJ
AQR Style Premia UCITS H
Initial charge-
Annual charge0.5%
Min single investment£80,000,000
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
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE0VN
AQR Style Premia UCITS I
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 price102.82
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE6KU
AQR Style Premia UCITS J
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 price98.81
CurrencyEUR
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE6KV
AQR Style Premia UCITS K
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 price102.9
CurrencyGBP
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE6KW
AQR Style Premia UCITS M
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 price98.03
CurrencyUSD
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE6BZ
AQR Style Premia UCITS N
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 price96.71
CurrencyCHF
Price updated02/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeE6GP
Data provided by

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