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AQR Managed Futures UCITS B Acc EUR

Ranked 40 out of 47 in - Managed Futures over 12 months
All calculations are in EUR unless stated

Managed by

Brian Hurst

Brian K. Hurst joined AQR Capital Management at its inception in 1998. Prior to this, Brian worked at Goldman, Sachs & Co as an Associate in the Asset Management Division’s Quantitative Research Group. As one of the original members of this group, he was responsible for building and implementing the core infrastructure of the quantitatively based models that were used to manage over $7 billion in assets. These models included strategies to forecast returns to the world's stock, bond, and currency markets. Brian also worked for Donaldson, Lufkin & Jenrette in their Corporate Finance Department while completing his BS in Economics at the Wharton School at the University of Pennsylvania in 1994. At DLJ, Brian engaged in a number of advisory transactions and also worked to automate many of the manual processes in producing comparable analyses. In addition, he has co-founded and managed both computer hardware and software companies.

Ari Levine

Yao Hua Ooi

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 : 30/09/2016 - 30/09/2017
  • Rank 40/47 Total Return
  • Rank 13/47 Standard Deviation
  • Rank 39/47 Max Drawdown
Fund Name Currency Risk
11 LFPartners Inv Funds-Global Strategy A EUR EUR

4.4

12 Echiquier QME EUR

4.6

13 AQR Managed Futures UCITS B Acc EUR EUR

4.7

14 Goldman Sachs Alternative Trend Pf OCS Acc EUR-H

Currency exposure is hedged

Currency exposure is hedged

EUR

5.0

15 PIMCO GIS TRENDS Mgd Fut Strat E EUR Hdg Acc

Currency exposure is hedged

Currency exposure is hedged

EUR

5.1

Total Return

Quarterly Performance

to 29/09/2017 Annual Q1 Q2 Q3 Q4
2017 1.0% -3.3% 0.6%
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. France
  3. Luxembourg
  4. United Kingdom

Fund Info

  • Launch date18/03/2015
  • Share Class size65Mn
  • Base currencyEUR
  • ISIN LU1103258197

Purchase Info

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

Charges

  • Annual management0.60%
  • Initial investment0

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