AQR Delphi Global Equities UCITS A2 USD

Ranked 36 out of 752 in - Global 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.

Objective

The investment objective of the Fund is to seek to outperform the Morgan Stanley Capital International Inc. World Index Local (total return net dividends) (the Benchmark). The Fund seeks to achieve its Investment Objective by investing in global low beta stocks with high quality and attractive valuations while targeting a beta similar to that of the Benchmark using derivatives instruments. In respect of the Fund, the Investment Manager defines beta as the measure of how much systematic risk the Fund has when compared to the Benchmark.

Showing fund performance in United Kingdom View performance globally

Performance

Global over : 31/03/2018 - 31/03/2019

Total Return

Quarterly Performance

to 31/03/2019 Annual Q1 Q2 Q3 Q4
2019 11.4%
2018 -1.0% -7.1% 12.0% 6.2% -10.4%
2017 12.7% 5.2% 0.5% 0.0% 6.6%
2016 32.7% 3.7% 9.9% 7.2% 8.5%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Denmark
  3. Finland
  4. France
  5. Germany
  6. Iceland
  7. Ireland
  8. Italy
  9. Luxembourg
  10. Netherlands
  11. Norway
  12. Spain
  13. Sweden
  14. United Kingdom

Fund Info

  • Launch date02/11/2015
  • Share Class size27Mn
  • Base currencyUSD
  • ISIN LU1278922379

Purchase Info

  • Min. initial investment50Mn
  • Min. regular additional investment0

Charges

  • Annual management0.32%
  • 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).