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

36.71 %

1 Year rank in sector

70/258

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 906.8 m

FE Risk score

143

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    29.65%
  • Taiwan
    12.88%
  • Poland
    6.43%
  • Mexico
    5.76%
  • Czech Republic
    5.6%
  • Information Technology
    33.21%
  • Financials
    20.88%
  • Consumer Discretionary
    10.02%
  • Energy
    7.85%
  • Materials
    7.35%
  • Chinese Equities
    29.65%
  • Taiwanese Equities
    12.88%
  • Polish Equities
    6.43%
  • Mexican Equities
    5.76%
  • Czech Republic Equities
    5.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.63 %16.35 %36.71 %18.68 %0 %
Sector2.62 %12.8 %29.63 %16.03 %24.86 %
Rank within sector176 / 27780 / 26570 / 258148 / 210 /
Quartile th3 rd2 nd2 nd3 rd th

Calendar performance

YTD-20172016201520142013
Fund34.48 %11.5 %-16.71 %0 %0 %
Sector27.72 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector83 / 263106 / 239178 / 211 / /
Quartile th2 nd2 nd4 th th th

Risk statistics

Alpha0.47
Beta1.15
Sharpe0.08
Volatility16
Tracking error4.73
Information ratio0.17
R-Squared0.93

Price movement

52 week high125.6
52 week low91.11
Current bid price0
Current offer price0
Current mid price125.6

Holdings by region

  • 29.65% China
  • 12.88% Taiwan
  • 6.43% Poland
  • 5.76% Mexico
  • 5.6% Czech Republic
  • 5.54% Russia
  • 5.35% South Africa
  • 4.62% Turkey
  • 4.33% Hungary
  • 4.19% Chile

Holdings by sector

  • 33.21% Information Technology
  • 20.88% Financials
  • 10.02% Consumer Discretionary
  • 7.85% Energy
  • 7.35% Materials
  • 6.35% Telecommunications Utilities
  • 4.46% Industrials
  • 3.75% Consumer Staples
  • 2.81% Real Estate
  • 2.07% Health Care

Holdings by asset type

  • 29.65% Chinese Equities
  • 12.88% Taiwanese Equities
  • 6.43% Polish Equities
  • 5.76% Mexican Equities
  • 5.6% Czech Republic Equities
  • 5.54% Russian Equities
  • 5.35% South African Equities
  • 4.62% Turkish Equities
  • 4.33% Hungarian Equities
  • 4.19% Chilean Equities

Individual holdings

-