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AQR Global Risk Parity UCITS A1 USD

Ranked 9 out of 63 in - Flexible USD over 12 months
All calculations are in GBP 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.

John Huss

John J. Huss is a senior researcher on AQR's Global Asset Allocation team and a portfolio manager for the firm's Alternative Total Return strategies. In these roles, he manages macroeconomic and portfolio construction research for Risk Parity and other asset allocation strategies. Prior to rejoining AQR, where he first worked from 2004 to 2008, he was a vice president in RBC's Global Arbitrage and Trading division and a systematic portfolio manager for Tudor Investment Corp. Huss earned an S.B. in mathematics from the Massachusetts Institute of Technology.

Michael Mendelson

Michael A. Mendelson is portfolio manager of AQR’s risk parity strategies and a member of both the firm’s strategic planning and risk committees. Prior to AQR, Mendelson was a managing director at Goldman Sachs & Co., where he founded the quantitative trading group. He has been a member of the Managed Funds Association’s board of directors and chairman of its Trading and Markets Committee and is currently chairman of its Government Affairs Committee. Michael earned an S.B. in mathematics, an S.B. in management, an S.B. in chemical engineering and an S.M. in chemical engineering, all from the Massachusetts Institute of Technology, and an M.B.A. from the University of California at Los Angeles.

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 efficiently to deliver exposure to a broadly diversified set of global risk premia covering equities, government bonds and commodity indices. There can be no assurance that the Fund will achieve its investment objective.

Showing fund performance in United Kingdom View performance globally

Performance

Flexible USD over : 28/02/2018 - 28/02/2019

Total Return

Quarterly Performance

to 01/01/2019 Annual Q1 Q2 Q3 Q4
2018 0.1% -6.0% 8.7% 1.2% -3.2%
2017 1.1% 1.2% -3.6% 0.2% 3.4%
2016 32.0% 7.1% 14.5% 4.8% 2.7%
2015 -4.4% 7.9% -7.9% -3.3% -0.4%
2014 15.9% 4.4% 3.9% 2.6% 4.2%
2013 -4.3% 11.8% -10.9% -2.2% -1.9%
2012 -0.1%

Month by Month Performance

Returns Vs Risk

Asset Allocation

Breakdown

30/09/2018

Top 10 Holdings

Stock Size
US Treasury 0.125% 15-Apr-2021 8.10%
Other Assets 7.74%
US Treasury 0.125% 15-Apr-2020 5.89%
United Kingdom 0.125% 22-Mar-2024 4.59%
US Treasury 0.125% 15-Apr-2022 4.54%
US Treasury 0.125% 15-Jul-2026 3.85%
US Treasury 0.625% 15-Jan-2026 3.58%
United Kingdom 0.125% 22-Mar-2026 3.38%
Germany 0.100% 15-Apr-2026 3.30%
Germany 0.100% 15-Apr-2023 3.28%
30/09/2018

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 date09/12/2013
  • Share Class size01Mn
  • Base currencyUSD
  • ISIN LU0995951752

Purchase Info

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

Charges

  • Annual management0.40%
  • 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).