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MLIS AQR Global Relative Value UCITS GBP A Acc

Ranked 40 out of 40 in - Multi Strategy over 12 months
All calculations are in GBP unless stated

Managed by

David G. Kabiller

David G. Kabiller is a founding principal and head of Client Strategies at AQR Capital Management. Prior to co-founding AQR, David worked at Goldman, Sachs & Co where he was a vice president in the Pension Services Group. He also spent time working in the Institutional Fixed Income Division and in the private client services department. While at Goldman, David was involved with the structuring and development of products and investment strategies unique to ESOP investors. He was the creator of Goldman’s Pension & Endowment Forum in which he co-authored research topics on derivatives, enhanced indexation, securities lending, insurance-linked securities and hedge funds. David is a member of the Board of Trustees at Northwestern University, and has been a periodic lecturer at the Kellogg Graduate School of Management. He is a member of the Kellogg Alumni Advisory Board, as well as a member of the Board of Trustees for the Terra Foundation. He holds a BA in Economics and an MBA from Northwestern University and is CFA charterholder. While at Northwestern, David received an athletic scholarship for tennis and was voted to the all academic “Big Ten” team.

Objective

The investment objective of the Sub-Fund is to produce high, risk-adjusted returns while targeting a low long term average correlation to the traditional markets. The Sub-Fund achieves its objective by investing internationally in a broad range of instruments, including, but not limited to, equities, bonds, currencies, commodity indices, credit derivatives, convertible securities, futures, forwards, options, swaps and other derivative products.

Showing fund performance in United Kingdom View performance globally

Performance

Multi Strategy over : 31/03/2018 - 31/03/2019
  • Rank 40/40 Total Return
  • Rank 24/40 Standard Deviation
  • Rank 39/40 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
22 Winton Diversified UCITS I2 GBP GBP

5.1

23 Goldman Sachs Abs Return Tracker Pf I Acc GBP-H

Currency exposure is hedged

Currency exposure is hedged

GBP

5.4

24 Insight Global Absolute Return Inst W Acc GBP

5.4

24 MLIS AQR Global Relative Value UCITS GBP A Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

5.4

26 DWS Concept Kaldemorgen GBP CH RD

Currency exposure is hedged

Currency exposure is hedged

GBP

5.6

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 -2.9%
2018 -18.5% -5.0% -7.5% -3.4% -4.0%
2017 3.7% 1.3% -0.5% 3.2% -0.4%
2016 0.6% -1.0% -2.3% 1.5% 2.5%
2015 10.4% 2.2% -2.0% 8.1% 1.9%
2014 5.8% -0.8% 1.0% 1.4% 4.1%
2013 5.6% -0.5% 2.9% -2.0% 5.2%
2012 4.8% -0.7% 2.1% 0.1% 3.2%
2011 0.8% -6.0% 1.9%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Belgium
  3. Cyprus
  4. Denmark
  5. Finland
  6. France
  7. Germany
  8. Ireland
  9. Italy
  10. Luxembourg
  11. Netherlands
  12. Norway
  13. Portugal
  14. Singapore
  15. Spain
  16. Sweden
  17. Switzerland
  18. United Kingdom

Fund Info

  • Launch date26/01/2011
  • Share Class size301Mn
  • Base currencyGBP
  • ISIN LU0562189398
  • Currency exposure is hedged

Purchase Info

  • Min. initial investment1Mn
  • Min. regular additional investment0

Charges

  • Annual management1.00%
  • 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).