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

36.26 %

1 Year rank in sector

95/258

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 910.5 m

FE Risk score

149

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    30.05%
  • Taiwan
    12.06%
  • Mexico
    9.83%
  • Turkey
    7.71%
  • Poland
    6.74%
  • Information Technology
    32.15%
  • Financials
    19.3%
  • Consumer Discretionary
    12.24%
  • Energy
    8.83%
  • Materials
    8.41%
  • Chinese Equities
    30.05%
  • Taiwanese Equities
    12.06%
  • Mexican Equities
    9.83%
  • Turkish Equities
    7.71%
  • Polish Equities
    6.74%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund9.38 %13.7 %36.26 %30.99 %0 %
Sector6.85 %12.34 %29.34 %25.46 %21.44 %
Rank within sector29 / 276125 / 27195 / 258119 / 206 /
Quartile th1 st2 nd2 nd3 rd th

Calendar performance

YTD-20182017201620152014
Fund4.93 %34.81 %11.5 %-16.71 %0 %
Sector3.84 %28.42 %10.7 %-14.35 %-1.42 %
Rank within sector74 / 27695 / 258102 / 233175 / 206 /
Quartile th2 nd2 nd2 nd4 th th

Risk statistics

Alpha0.18
Beta1.15
Sharpe0.27
Volatility15.71
Tracking error4.71
Information ratio0.2
R-Squared0.92

Price movement

52 week high132.61
52 week low96.5
Current bid price0
Current offer price0
Current mid price132.12

Holdings by region

  • 30.05% China
  • 12.06% Taiwan
  • 9.83% Mexico
  • 7.71% Turkey
  • 6.74% Poland
  • 4.89% South Africa
  • 4.83% India
  • 4.44% Hungary
  • 4.3% Czech Republic
  • 2.99% Korea

Holdings by sector

  • 32.15% Information Technology
  • 19.3% Financials
  • 12.24% Consumer Discretionary
  • 8.83% Energy
  • 8.41% Materials
  • 5.11% Telecommunications Utilities
  • 4.56% Industrials
  • 3.55% Consumer Staples
  • 2.72% Real Estate
  • 1.7% Health Care

Holdings by asset type

  • 30.05% Chinese Equities
  • 12.06% Taiwanese Equities
  • 9.83% Mexican Equities
  • 7.71% Turkish Equities
  • 6.74% Polish Equities
  • 4.89% South African Equities
  • 4.83% Indian Equities
  • 4.44% Hungarian Equities
  • 4.3% Czech Republic Equities
  • 2.99% South Korean Equities

Individual holdings

-