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AQR Managed Futures UCITS B Acc EUR

Ranked 39 out of 53 in - Managed Futures over 12 months
All calculations are in EUR unless stated

Managed by

Brian Hurst

Brian K. Hurst is a portfolio manager for two of AQR’s macro strategies — managed futures and risk parity — and is co-head of trading. He has more than 20 years of experience managing money for institutional investors in both traditional and alternative investment strategies, and has been at AQR since its founding. He was named Alternatives Fund Manager of the Year by Morningstar in 2013 for his work on managed futures. Before AQR, he was an original member of the quantitative research group in the Asset Management Division of Goldman, Sachs & Co. He began his career as a sell-side investment banking analyst at Donaldson, Lufkin & Jenrette. Brian earned a B.S. in economics from the Wharton School at the University of Pennsylvania.

Ari Levine

Ari Levine is a portfolio manager for AQR’s commodities and managed futures strategies, leading research efforts in both areas. His research on trend-following techniques has been published in the Financial Analysts Journal. Ari earned a B.S. in finance and a B.S.E. and M.S.E. in electrical engineering from the Jerome Fisher Program in Management and Technology at the University of Pennsylvania.

Yao Hua Ooi

Yao Hua Ooi is a principal on AQR’s Global Asset Allocation team, focusing on research and portfolio management of macro-related strategies that include commodities, risk parity and managed futures. His research has been published in the Journal of Financial Economics and the Journal of Investment Management. He was named the 2013 Alternatives Fund Manager of the Year by Morningstar for his work on managed futures, and shared the 2013 Whitebox Prize for his work on time series momentum. Yao Hua is an alumnus of the Jerome Fisher Program in Management and Technology at the University of Pennsylvania, where he earned a B.S. in economics and a B.S. in engineering, graduating summa cum laude in both.

Objective

The Fund seeks to produce attractive risk-adjusted returns while maintaining low-to-zero long-term average correlation to traditional markets. The Fund will seek to achieve its Investment Objective by investing in a diversified portfolio of equity, currency and fixed-income instruments, both long and short, in an effort to provide exposure and performance that is, on average, lowly correlated to the equity markets.

Showing fund performance in Ireland View performance globally

Performance

Managed Futures over : 31/08/2017 - 31/08/2018
  • Rank 39/53 Total Return
  • Rank 26/53 Standard Deviation
  • Rank 34/53 Max Drawdown
Fund Name Currency Risk
24 Goldman Sachs Alternative Trend Pf OCS Acc EUR-H

Currency exposure is hedged

Currency exposure is hedged

EUR

8.1

25 D&R Global TAA EUR

8.2

26 AQR Managed Futures UCITS B Acc EUR EUR

8.3

27 Lyxor Epsilon Global Trend I-EUR EUR

8.6

28 DB Platinum IV Systematic Alpha I1C-E EUR

9.1

Fund Name Currency Loss
32 AIF Managed Futures - Medea EUR

-10.5%

33 SEB 1 Asset Selection C (EUR) EUR

-11.3%

34 AQR Managed Futures UCITS B Acc EUR EUR

-11.5%

35 TriStone UI AK I EUR

-11.7%

36 Rivoli Capital P EUR

-12.3%

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 -3.1% -5.6%
2017 0.7% 1.0% -3.3% 0.6% 2.4%
2016 -4.2% 0.8% 1.2% -1.3% -4.8%
2015 -7.0% 3.5% -6.9%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Chile
  3. Colombia
  4. Denmark
  5. Finland
  6. France
  7. Germany
  8. Iceland
  9. Ireland
  10. Italy
  11. Luxembourg
  12. Netherlands
  13. Norway
  14. Peru
  15. Singapore
  16. Spain
  17. Sweden
  18. Switzerland
  19. United Kingdom

Fund Info

  • Launch date17/03/2015
  • Share Class size22Mn
  • Base currencyEUR
  • ISIN LU1103258197

Purchase Info

  • Min. initial investment100,000
  • Min. regular additional investment0

Charges

  • Annual management0.60%
  • Initial investment0.00%

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).