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AQR Managed Futures UCITS Fund C (GBP) Acc

  • Fund Info & charges
  • Performance
  • Fund breakdown
  • Dividend History
Fund Provider AQR Capital
Fund Summary The Fund seeks to produce attractive risk-adjusted returns while maintaining low-to-zero long-term average correlation to traditional markets.
SEDOL code BY4JSV7
ISIN LU1103258270
Fund code AQMCA
Managers Yao Hua Ooi
Manager Tenure 5 years
Morningstar Category Currently unavailable
Fund Size £364 million
Fund Type Offshore
Management Style Active
Total Expense Ratio (TER) 0.75%
Cavendish ongoing charge 0.05%
FundsNetwork Service Fee 0.20%
Minimum Initial Investment £25
Minimum Top Up £25
Minimum Monthly Investment £25
Sell Price £88.13
Buy Price £88.13
Price Change +0.5591%
Price Date 17th May 2019
Yield Currently unavailable
Dividend Frequency Yearly
ISA Eligible Yes
SIPP Eligible Yes
Inception Date 18th June 2015
Fund Status OPEN
Yao Hua is a Principal in the 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, and he shared the 2013 Whitebox Prize for his work on time series momentum. Prior to AQR, he structured interest rate derivative products at UBS. 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 from the Wharton School and a B.S. in engineering from the School of Engineering and Applied Science, majoring in finance and computer engineering and graduating summa cum laude in both.

3-year Mean Monthly Return: Currently unavailable

Annual Returns 2018 2017 2016
Fund Performance -5.35% -2.70% -2.66%
Benchmark Performance
Time Period Cumulative Benchmark Performance
Fund Compared to Benchmark
1 day 0.56% +0.74% -0.18%
1 week 1.35% -0.06% +1.40%
1 month 2.07% +2.98% -0.91%
3 months 4.30% +2.93% +1.37%
6 months 4.33% +5.74% -1.41%
1 year -0.40% +8.41% -8.80%
3 years -7.01% +12.74% -19.74%
5 years Currently unavailable +13.91% Currently unavailable
10 years Currently unavailable -2.15% Currently unavailable
YTD 3.12% +3.75% -0.62%
Since inception -11.87% Currently unavailable Currently unavailable

Top 10 shares for this fund

Share Name Country Value
E-mini S&P 500 Dec18 USA 17.44%
E-mini Russell 2000 Index Futures Dec18 USA 9.03%
E-mini NASDAQ 100 Dec18 USA 8.23%
Nikkei 225 Stock Avg Index Future Dec18 JPN 6.84%
Euro OAT Dec18 DEU 5.63%
Mini DJ Industrial Avg ($5) Future Dec18 USA 3.59%
3 Month Euro Euribor Dec19 GBR 3.41%
Australia 3 Year Bond Dec18 AUS 3.39%
SFE SPI 200 Index Future Dec18 AUS 3.19%
Euro BUXL 30Y Bond Dec18 DEU 2.84%

Currently unavailable