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AQR Style Premia UCITS F GBP

Ranked 62 out of 62 in - Balanced USD over 12 months
All calculations are in GBP unless stated

Managed by

Andrea Frazzini

Andrea Frazzini is a principal on AQR’s Global Stock Selection team, focusing on research and portfolio management of the firm’s long/short and long-only equity strategies. He is also an adjunct professor of finance at New York University’s Stern School of Business. He has published in top academic journals and won several awards for his research. Prior to AQR, Frazzini was an associate professor of finance at the University of Chicago’s Graduate School of Business and a research associate at the National Bureau of Economic Research. He also served as a consultant for DKR Capital Partners and J.P. Morgan Securities and on the board of directors of the Center for Research in Security Prices at the University of Chicago. He earned a B.S. in economics from the University of Roma Tre, an M.S. in economics from the London School of Economics and a Ph.D. in economics from Yale University.

Jacques Friedman

Jacques A. Friedman is a principal and head of AQR’s Global Stock Selection team. He is involved in all aspects of research, portfolio management and strategy development for the firm’s equity products and strategies. He is also a member of both the firm’s Strategic Planning and Risk Committees. Prior to joining AQR at its inception in 1998, Friedman was with Goldman, Sachs & Co., where he developed quantitative stock-selection strategies within the asset management division. Before joining Goldman, he was pursuing a Ph.D. in applied mathematics at the University of Washington, where his research interests ranged from mathematical physics to quantitative methods for sports handicapping. Friedman earned a B.S. in applied mathematics from Brown University and an M.S. in applied mathematics from the University of Washington.

Ronen Israel

Ronen Israel’s primary focus is on portfolio management and research at AQR. He was instrumental in helping to build AQR’s Global Stock Selection group and its initial algorithmic trading capabilities, and now runs the Global Alternative Premia group, which employs various investing styles across asset classes. He is on the executive board of the University of Pennsylvania’s Jerome Fisher Program in Management and Technology and is a member of the Advisory Board of The Rodney L. White Center for Financial Research, The Wharton School, University of Pennsylvania. Prior to AQR, he was a senior analyst at Quantitative Financial Strategies Inc. Israel earned a B.S. in economics from the Wharton School at the University of Pennsylvania, a B.A.S. in biomedical science from the University of Pennsylvania’s School of Engineering and Applied Science, and an M.A. in mathematics, specialising in mathematical finance, from Columbia.

Michael Katz

Michael Katz is a principal and co-head of the portfolio implementation and implementation research team at AQR. He oversees the implementation of AQR’s products and models. Previously, he oversaw macro, fixed income and inflation research. He is also part of the portfolio management teams for multi-strategy hedge funds, macro and long-only equity products. Prior to AQR, Katz was a teaching fellow and research assistant at Harvard University, a teaching and research assistant at Tel Aviv University and a consultant for Trigger (now Trigger-Foresight). He also served as an intelligence officer in the Israeli Defense Forces, achieving the rank of major. His research has been published in the Financial Analysts Journal and the Review of Financial Studies. Katz earned a B.A. in economics and Middle East history, with honours, from Tel Aviv University, and a Ph.D. and an A.M. in economics from Harvard University.

Objective

The Fund is actively managed and will seek to achieve its Investment Objective by aiming to provide exposure to four separate investment styles (value, momentum, carry, and defensive). The Fund implements the Styles by investing globally (including in emerging markets) in a broad range of instruments, including, but not limited to, equities, futures, etc. The Fund has also exposure to bonds, including U.S. Government securities and sovereign debt issued by other developed countries in any credit rating, maturity or duration. The Fund as a whole aims to maintain balanced exposure to all four Styles to diversify risk and enhance return.

Showing fund performance in Investment Trust Insider View performance globally

Performance

Balanced USD over : 31/05/2018 - 31/05/2019
  • Rank 62/62 Total Return
  • Rank 2/62 Standard Deviation
  • Rank 56/62 Max Drawdown
Fund Name Currency Return
58 City Financial Wealth GBP Inc GBP

-4.7%

59 ACPI Balanced UCITS R GBP GBP

-4.8%

60 Newscape Capital Newport Core B USD Acc GBP

-6.4%

61 Orbis SICAV-Global Balanced USD, Investor Shares GBP

-8.0%

62 AQR Style Premia UCITS F GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

-8.7%

Fund Name Currency Risk
1 Janus Henderson Glo Dvsfd Alterns I$acc GBP

3.4

2 AQR Style Premia UCITS F GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

4.0

3 Rubicon Dynamic M USD GBP

4.2

4 Fidelity Funds - Growth & Income A-USD GBP

4.3

5 Russell Investments Multi-Asset Defensive A GBP

4.4

Fund Name Currency Loss
54 PineBridge Global Dynamic Asset Allocation Y USD GBP

-8.5%

55 Nedgroup IF Global Flexible A USD Acc GBP

-8.6%

56 AQR Style Premia UCITS F GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

-8.7%

57 Ashmore SV Emerging Mkts Multi-Asset I GBP Cap GBP

-9.1%

58 ACPI Balanced UCITS R GBP GBP

-9.2%

Total Return

Quarterly Performance

to 31/03/2019 Annual Q1 Q2 Q3 Q4
2019 -0.7%
2018 -11.1% 0.2% -9.1% -0.5% -1.9%
2017 6.5% 0.0% 1.0% 2.8% 2.5%
2016 0.4% -1.4% -0.6% -0.9% 3.2%
2015 7.7% -1.9% 0.9% 6.7% 2.1%

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 date08/10/2014
  • Share Class size735Mn
  • Base currencyGBP
  • ISIN LU1103259161
  • Currency exposure is hedged

Purchase Info

  • Min. initial investment66Mn
  • Min. regular additional investment0

Charges

  • Annual management0.50%
  • 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).