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

4.83 %

1 Year rank in sector

108/167

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 1.5 b

FE Risk score

57

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    47.89%
  • Not Specified
    17.72%
  • France
    7.35%
  • UK
    7.07%
  • Germany
    5.32%
  • Financials
    40.63%
  • Government Bonds
    39.77%
  • Others
    17.72%
  • Technology
    1.22%
  • Non-Cyclical Consumer Goods
    0.66%
  • Global Short Maturity Fixed Interest
    42.51%
  • Global Government Fixed Interest
    39.77%
  • Others
    17.72%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.39 %4.25 %4.83 %5.48 %13.95 %
Sector0.85 %2.67 %6.27 %9.76 %23.08 %
Rank within sector69 / 18256 / 174108 / 16782 / 10863 / 79
Quartile th2 nd2 nd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund5.65 %10.23 %-9.47 %9.39 %-2.02 %
Sector5.63 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector80 / 17324 / 142113 / 11815 / 9977 / 83
Quartile th2 nd1 st4 th1 st4 th

Risk statistics

Alpha-2.06
Beta0.97
Sharpe-0
Volatility7.2
Tracking error5.49
Information ratio-0.41
R-Squared0.42

Price movement

52 week high115.94
52 week low104.2
Current bid price0
Current offer price0
Current mid price114.19

Holdings by region

  • 47.89% USA
  • 17.72% Not Specified
  • 7.35% France
  • 7.07% UK
  • 5.32% Germany
  • 3.53% Sweden
  • 3.39% Canada
  • 2.85% Singapore
  • 2.64% Australia
  • 1.15% Japan

Holdings by sector

  • 40.63% Financials
  • 39.77% Government Bonds
  • 17.72% Others
  • 1.22% Technology
  • 0.66% Non-Cyclical Consumer Goods

Holdings by asset type

  • 42.51% Global Short Maturity Fixed Interest
  • 39.77% Global Government Fixed Interest
  • 17.72% Others

Individual holdings

  • 6.78% UNITED STATES TREASURY INFLATION INDEXED BONDS 0.125% 15/04/2021
  • 5.97% UNITED STATES TREASURY INFLATION INDEXED BONDS 0.125% 15/04/2020
  • 3.52% HM TREASURY UNITED KINGDOM DMO 0.125% IDX GILT 22/03/24 GBP0.01
  • 3.51% UNITED STATES OF AMER TREAS BILLS 0.125% BDS 15/07/26 USD100
  • 3.31% UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/01/26 USD100
  • 2.74% HM TREASURY UNITED KINGDOM DMO 0.125% IDX LKD GILT 22/03/26 GBP0.01
  • 2.62% DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND 0.100% 15/04/2026
  • 2.49% UNITED STATES OF AMER TREAS NOTES 0.375% TB 15/07/25 USD1000
  • 2.01% GERMANY(FEDERAL REPUBLIC OF) 0.1% BDS 15/04/23 EUR0.01
  • 1.5% FRENCH REPUBLIC GOVERNMENT BOND OAT 0.100% 01/03/2025