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AQR Managed Futures UCITS F Acc GBP

Ranked 11 out of 15 in - Managed Futures 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.

Ari Levine

Ari Levine is a portfolio manager for AQR’s commodities and managed futures strategies, leading research efforts in both areas. His research on trend-following techniques has been published in the Financial Analysts Journal. Ari earned a B.S. in finance and a B.S.E. and M.S.E. in electrical engineering from the Jerome Fisher Program in Management and Technology at the University of Pennsylvania.

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 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 United Kingdom View performance globally

Performance

Managed Futures over : 30/04/2018 - 30/04/2019
  • Rank 11/15 Total Return
  • Rank 5/15 Standard Deviation
  • Rank 8/15 Max Drawdown
Fund Name Currency Return
9 Lyxor Epsilon Global Trend Fund I - GBP GBP

-0.3%

10 Schroder GAIA BlueTrend C Acc GBP Hdg

Currency exposure is hedged

Currency exposure is hedged

GBP

-0.3%

11 AQR Managed Futures UCITS F Acc GBP GBP

-0.6%

12 ML Dunn WMA Inst UCITS GBP Inst B

Currency exposure is hedged

Currency exposure is hedged

GBP

-2.4%

13 Garraway Financial Trends A-GBP HGD

Currency exposure is hedged

Currency exposure is hedged

GBP

-5.0%

Fund Name Currency Loss
6 Goldman Sachs Alternative Trend Pf R GBP-H

Currency exposure is hedged

Currency exposure is hedged

GBP

-5.1%

7 SEB 1 Asset Selection C (H-GBP) GBP

-5.3%

8 AQR Managed Futures UCITS F Acc GBP GBP

-5.7%

9 Neuberger Berman Gl Eq Index PutWrite GBP I5 Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

-7.5%

10 Lyxor Epsilon Global Trend Fund I - GBP GBP

-8.8%

Total Return

Quarterly Performance

to 31/03/2019 Annual Q1 Q2 Q3 Q4
2019 1.4%
2018 -9.2% -2.9% -5.3% 0.4% -1.7%
2017 1.6% 1.2% -3.0% 0.9% 2.6%
2016 -2.6% 1.2% 1.8% -1.0% -4.5%
2015 -1.2% 9.5% -7.0% 3.8% -6.6%

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 date01/10/2014
  • Share Class size09Mn
  • Base currencyGBP
  • ISIN LU1103258510

Purchase Info

  • Min. initial investment66Mn
  • 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).