Fact sheet: AQR MngdFtrUCTS

Fund information

Fund name
AQR Managed Futures UCITS H2
Fund company manager
FundRock Management Company S.
Fund type
SIB
Fund manager(s)
Fund objective
The fund seeks to efficiently execute an active trend-following strategy and realize a low correlation to traditional asset class returns over the medium-to-long term. It maintains attractive liquidity characteristics and achieve a long-term net Sharpe ratio of at least 0.5 over a full market cycle.
Benchmark
-
Investment style
Managed Futures
Investment method
Mixed

Quick stats

1 Year return

3.12 %

1 Year rank in sector

116/158

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 602.0 m

FE Risk score

129

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.33 %5.37 %3.12 %0 %0 %
Sector1.54 %4.04 %5.83 %4.15 %10.89 %
Rank within sector49 / 15759 / 171116 / 158 / /
Quartile th2 nd2 nd3 rd th th

Calendar performance

YTD-20182017201620152014
Fund3.02 %1.67 %-3.03 %0 %0 %
Sector1.67 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector42 / 141114 / 15687 / 123 / /
Quartile th2 nd3 rd3 rd th th

Price movement

52 week high480.22
52 week low443.16
Current bid price0
Current offer price0
Current mid price480.22

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-