Fact sheet: AQR EmEqUCITS

Fund information

Fund name
AQR Emerging Equities UCITS A2 USD
Fund company manager
FundRock Management Company S.
Fund type
SIB
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
-
Investment style
Smart Tracker
Investment method
Shares

Quick stats

1 Year return

23.9 %

1 Year rank in sector

56/275

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 858.1 m

FE Risk score

139

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    29.01%
  • Taiwan
    13.58%
  • Mexico
    11.55%
  • India
    8.05%
  • Turkey
    6.07%
  • Information Technology
    29.72%
  • Financials
    23.53%
  • Consumer Discretionary
    9.33%
  • Energy
    8.67%
  • Materials
    7.12%
  • Chinese Equities
    29.01%
  • Taiwanese Equities
    13.58%
  • Mexican Equities
    11.55%
  • Indian Equities
    8.05%
  • Turkish Equities
    6.07%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.14 %14.07 %23.9 %13.82 %0 %
Sector0.59 %10.98 %18.03 %10.01 %18.76 %
Rank within sector200 / 293103 / 28156 / 275139 / 229 /
Quartile th3 rd2 nd1 st3 rd th

Calendar performance

YTD-20172016201520142013
Fund29.11 %11.5 %-16.71 %0 %0 %
Sector22.49 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector85 / 280105 / 259190 / 234 / /
Quartile th2 nd2 nd4 th th th

Risk statistics

Alpha0.39
Beta1.18
Sharpe-0
Volatility16.75
Tracking error5.18
Information ratio0.08
R-Squared0.92

Price movement

52 week high123.14
52 week low89.33
Current bid price0
Current offer price0
Current mid price120.59

Holdings by region

  • 29.01% China
  • 13.58% Taiwan
  • 11.55% Mexico
  • 8.05% India
  • 6.07% Turkey
  • 5.76% Czech Republic
  • 4.6% Hungary
  • 4.53% Poland
  • 3.94% Russia
  • 3.48% South Africa

Holdings by sector

  • 29.72% Information Technology
  • 23.53% Financials
  • 9.33% Consumer Discretionary
  • 8.67% Energy
  • 7.12% Materials
  • 6.16% Telecommunications Utilities
  • 4.66% Consumer Staples
  • 4.11% Industrials
  • 2.8% Real Estate
  • 2.38% Health Care

Holdings by asset type

  • 29.01% Chinese Equities
  • 13.58% Taiwanese Equities
  • 11.55% Mexican Equities
  • 8.05% Indian Equities
  • 6.07% Turkish Equities
  • 5.76% Czech Republic Equities
  • 4.6% Hungarian Equities
  • 4.53% Polish Equities
  • 3.94% Russian Equities
  • 3.48% South African Equities

Individual holdings

-