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 manager(s)
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
None
Investment method
Shares

Quick stats

1 Year return

28.32 %

1 Year rank in sector

51/273

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 896.8 m

FE Risk score

143

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    29.62%
  • Taiwan
    12.7%
  • Mexico
    11.88%
  • Turkey
    6.01%
  • Poland
    5.63%
  • Information Technology
    30.72%
  • Financials
    22.05%
  • Energy
    8.96%
  • Consumer Discretionary
    8.92%
  • Materials
    7.07%
  • Chinese Equities
    29.62%
  • Taiwanese Equities
    12.7%
  • Mexican Equities
    11.88%
  • Turkish Equities
    6.01%
  • Polish Equities
    5.63%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.94 %20.25 %28.32 %21.47 %0 %
Sector1.72 %14.03 %21.52 %17.53 %20.23 %
Rank within sector180 / 29056 / 27951 / 273140 / 227 /
Quartile th3 rd1 st1 st3 rd th

Calendar performance

YTD-20172016201520142013
Fund33.08 %11.5 %-16.71 %0 %0 %
Sector25.51 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector69 / 278105 / 257188 / 231 / /
Quartile th1 st2 nd4 th th th

Risk statistics

Alpha1.35
Beta1.16
Sharpe0.09
Volatility16.01
Tracking error4.81
Information ratio0.33
R-Squared0.92

Price movement

52 week high124.63
52 week low89.33
Current bid price0
Current offer price0
Current mid price124.3

Holdings by region

  • 29.62% China
  • 12.7% Taiwan
  • 11.88% Mexico
  • 6.01% Turkey
  • 5.63% Poland
  • 5.46% India
  • 5.27% Czech Republic
  • 4.45% Hungary
  • 4.14% Russia
  • 3.24% Chile

Holdings by sector

  • 30.72% Information Technology
  • 22.05% Financials
  • 8.96% Energy
  • 8.92% Consumer Discretionary
  • 7.07% Materials
  • 6.31% Telecommunications Utilities
  • 4.99% Consumer Staples
  • 4.47% Industrials
  • 2.91% Real Estate
  • 1.99% Health Care

Holdings by asset type

  • 29.62% Chinese Equities
  • 12.7% Taiwanese Equities
  • 11.88% Mexican Equities
  • 6.01% Turkish Equities
  • 5.63% Polish Equities
  • 5.46% Indian Equities
  • 5.27% Czech Republic Equities
  • 4.45% Hungarian Equities
  • 4.14% Russian Equities
  • 3.24% Chilean Equities

Individual holdings

-