AQR Style Premia: Equity Market Neutral UCITS

Overview

Fund Strategy Market Neutral
Fund Geography Global
Investment Advisor AQR Capital Management
Portfolio Manager Jacques Friedman, Andrea Frazzini, Ronan Israel
Fund Currency USD
Fund AUM $531.5m
Fund AUM (GBP) £402m
Fund AUM as of 18 April 2019
Fund Inception 01 February 2017

Fund Objective

AQR Style Premia Equity Market Neutral aims to deliver positive absolute returns by taking long and short positions in equity and equity-related instruments based on three primary factors: value, momentum and quality. The Fund is designed to be market neutral, targeting a portfolio beta to equity markets of zero over a normal business cycle.

Reference Index

ML 3 Month T Bill Index

Teaser@2x

Register for free to access the full profile

Register (free)