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AQR Systematic Total Return UCITS C1 Acc GBP

Ranked 39 out of 40 in - Multi Strategy 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.

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.

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.

Laura Serban

Laura E. Serban is a member of AQR’s Global Stock Selection group, where she focuses on research and portfolio management for the Equity Style Strategies. Prior to AQR, she was a financial economist at the Securities and Exchange Commission, a researcher at the National Bureau of Economic Research, a summer associate at Barclays Capital and a teaching assistant a Harvard University and Harvard Business School. Serban earned a B.A. in applied mathematics and economics, an S.M. in computer science and a Ph.D. in business economics, all from Harvard University.

Objective

The investment objective of the Fund is to seek total returns commensurate with its long-term risk target. The Fund will allocate its assets to three investment sub-strategies, each sub-strategy having a distinguishable set of investment objectives, namely: the Market Risk Premia Strategy, the Macro Asset Timing Strategy, and the Market Neutral Security Selection Strategy (Sub-Strategy and together the Sub-Strategies). The Fund is actively managed and seeks to achieve its investment objective by making a diversified allocation across the three Sub-Strategies.There can be no assurance that the Fund will achieve its investment objective.

Showing fund performance in United Kingdom View performance globally

Performance

Multi Strategy over : 31/03/2018 - 31/03/2019
  • Rank 39/40 Total Return
  • Rank 36/40 Standard Deviation
  • Rank 40/40 Max Drawdown
Fund Name Currency Return
36 Uni-Global Alternative Risk Premia RAH-GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

-5.5%

37 Artemis Strategic Assets R Acc GBP

-6.0%

38 Merian Style Premia Absolute Return F GBP H GBP

-9.9%

39 AQR Systematic Total Return UCITS C1 Acc GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

-13.9%

40 MLIS AQR Global Relative Value UCITS GBP A Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

-16.7%

Fund Name Currency Risk
34 Aviva Investors Multi-Strategy Target Return 1 Acc GBP

7.5

35 Aviva Investors Multi-Strategy Target Rtn Ih GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

7.7

36 AQR Systematic Total Return UCITS C1 Acc GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

8.3

37 Aviva Investors Multi-Strategy Target Income 1 GBP

8.8

38 Veritas Global Real Return GBP B GBP

8.8

Fund Name Currency Loss
36 Merian Style Premia Absolute Return F GBP H GBP

-9.9%

37 Odey Odyssey GBP I Inc GBP

-14.1%

38 Artemis Strategic Assets R Acc GBP

-15.0%

39 MLIS AQR Global Relative Value UCITS GBP A Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

-16.7%

40 AQR Systematic Total Return UCITS C1 Acc GBP

Currency exposure is hedged

Currency exposure is hedged

GBP

-17.0%

Total Return

Quarterly Performance

to 31/03/2019 Annual Q1 Q2 Q3 Q4
2019 1.6%
2018 -18.4% -3.7% -9.6% -1.4% -4.9%
2017 -1.6% 4.8% 4.6%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

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

Fund Info

  • Launch date14/03/2017
  • Share Class size09Mn
  • Base currencyGBP
  • ISIN LU1532680706
  • Currency exposure is hedged

Purchase Info

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

Charges

  • Annual management1.25%
  • 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).