AQR Global Macro Opportunities UCITS


Fund Strategy Macro
Fund Geography Global
Investment Advisor AQR Capital Management
Portfolio Manager David Kupersmith, Jordan Brooks, Michael Katz, John Liew
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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