AQR Global Defensive Equity UCITS A1 USD

Ranked 142 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 Fund is actively managed and pursues a defensive strategy, seeking to provide downside protection with upside potential through active stock selection, risk management and diversification. The Fund pursues its objective by investing its assets in equity or equity related securities of global issuers. An issuer will be considered a global issuer if it is organised, domiciled, or has a principal place of business in a country that is part of the Morgan Stanley Capital International Inc. World Total Return Index, (Net), U.S. Dollar unhedged).

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 7.5%
2018 0.0% -5.1% 8.0% 4.4% -6.5%
2017 10.7% 5.4% 1.1% -0.8% 4.6%
2016 10.4% 5.2% 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. Spain
  16. Sweden
  17. Switzerland
  18. United Kingdom

Fund Info

  • Launch date24/03/2016
  • Share Class size04Mn
  • Base currencyUSD
  • ISIN LU1128246425

Purchase Info

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

Charges

  • Annual management0.24%
  • 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).