Fact sheet: AQR MngdFtrUCTS

Fund information

Fund name
AQR Managed Futures UCITS H2
Fund company manager
AQR Capital Management
Fund type
SIB
Fund manager(s)
Erik Stamelos
since 01/10/2014
Ari Levine
since 01/10/2014
Yao Hua Ooi
since 01/10/2014
Lasse Pedersen
since 01/10/2014
Brian Hurst
since 01/10/2014
Fund objective
The AQR Managed Futures UCITS Fund invests long and short in a diversified set of liquid futures and forwards across three asset classes – equities, fixed income and currencies – trading predominately on trend-following signals. The strategy offers attractive potential diversification benefits as it seeks to provide a low average correlation to traditional markets.
Benchmark
BofA Merrill Lynch 3 Month T-Bill
Investment style
Managed Futures
Investment method
Mixed

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-4.67 %

1 Year rank in sector

141/164

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 387.2 m

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-1.09 %-7.44 %-4.67 %-9.27 %0 %
Sector-0.94 %-1.21 %0.86 %0.11 %8.18 %
Rank within sector95 / 164165 / 177141 / 164 / /
Quartile th3 rd4 th4 th th th

Calendar performance

YTD-20182017201620152014
Fund-7.23 %1.67 %-3.03 %0 %0 %
Sector-1.29 %4.12 %-0.53 %-0.64 %5.08 %
Rank within sector164 / 176112 / 15384 / 119 / /
Quartile th4 th3 rd3 rd th th

Price movement

52 week high486.65
52 week low428.69
Current bid price0
Current offer price0
Current mid price432.46

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-