AQR Global Macro Opportunities UCITS


Fund Strategy Macro
Fund Geography Global
Investment Advisor AQR Capital Management
Portfolio Manager Ashwin Thapar, David Kupersmith, Jordan Brooks
Fund Currency USD
Fund AUM $92.7m
Fund AUM (GBP) £70m
Fund AUM as of 31 May 2019
Fund Inception 14 November 2018
Fund Indices AH Macro UCITS Index
Sub Index - Systematic Macro

Fund Objective

AQR Global Macro Opportunities Strategy is a macro strategy combining opportunistic and systematic trading strategies to deliver a target return of 8% per annum at an annualised volatility ranging from 5-15%. The opportunistic bucket is run on a discretionary basis capturing deep value and other contrarian opportunities. The systematic bucket aims to capture macro momentum factors.

Reference Index

ML 3 Month T Bill Index


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