Overview
Fund Strategy | Multi Strategy |
---|---|
Fund Geography | Global |
Investment Advisor | AQR Capital Management |
Portfolio Manager | Ronen Israel |
Fund Currency | USD |
Fund AUM | $679.6m |
Fund AUM (GBP) | £514m |
Fund AUM as of | 14 February 2019 |
Fund Inception | 26 January 2011 |
Fund Indices | AH Multi Strategy UCITS Index |
Fund Objective
The investment objective of the Fund is to produce high, risk-adjusted returns while targeting a low long term average correlation to the traditional markets. This is achieved through the use of nine sub-strategies including long/sjort equity, global macro, emerging markets, convertible arbitrage, managed futures, dedicated short bias, event driven and fixed income arbitrage. The strategy of the Fund is to efficiently and systematically capture a diversified set of absolute return strategies through one fund offering. Using a bottom-up, clearly defined investment process, the strategy provides transparent exposure to the substrategies and dynamically allocates capital according to the conditional attractiveness of each underlying strategy.

