Fact sheet: AQR Gbl Rsk Prt UCTS

Fund information

Fund name
AQR Global Risk Parity UCITS C1
Fund company manager
FundRock Management Company S.
Fund type
SIB
Fund manager
Yao Hua Ooi
since 30/08/2012
Fund objective
The fund seeks Efficiently deliver exposure to a broadly diversified set of global risk premia Targets less risk in stocks than in a traditional portfolio, more in everything else Maintain attractive liquidity characteristics Generate excess returns from a risk-diversified portfolio of asset exposures.
Benchmark
No Specified Index
Investment style
Flexible
Investment method
None

Quick stats

1 Year return

2.73 %

1 Year rank in sector

112/157

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 1.4 b

FE Risk score

57

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Fixed Interest
    97.15%
  • Global Index Linked
    41.19%
  • International Equities
    33.18%
  • Commodity & Energy
    25.15%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.31 %3.92 %3.5 %2.28 %0 %
Sector-0.06 %4.4 %6.11 %10.49 %24.55 %
Rank within sector22 / 17689 / 169112 / 15791 / 102 /
Quartile th1 st3 rd3 rd4 th th

Calendar performance

YTD-20172016201520142013
Fund4.35 %10.23 %-9.47 %9.39 %-2.02 %
Sector5.07 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector94 / 16924 / 139109 / 11415 / 9575 / 81
Quartile th3 rd1 st4 th1 st4 th

Risk statistics

Alpha-3.01
Beta0.98
Sharpe-0
Volatility7.29
Tracking error5.56
Information ratio-0.58
R-Squared0.42

Price movement

52 week high113.04
52 week low104.2
Current bid price0
Current offer price0
Current mid price112.78

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 97.15% Fixed Interest
  • 41.19% Global Index Linked
  • 33.18% International Equities
  • 25.15% Commodity & Energy

Individual holdings

  • 7.32% TII 0.125 04/15/20
  • 6.61% TII 0.125 04/15/19
  • 3.69% TII 0.375 07/15/25
  • 3.4% TII 0.250 01/15/25
  • 3.26% UKTI 0.125 03/22/24
  • 2.6% UKTI 0.125 03/22/26
  • 2.56% TII 0.125 07/15/24
  • 2.52% DBRI 0.100 04/15/26
  • 1.98% DBRI 1.750 04/15/20
  • 1.86% FRTR 2.250 07/25/20