AQR Style Premia UCITS Fund

Investment Objective

The Fund seeks to produce high risk-adjusted returns while maintaining low-to-zero correlation to traditional markets.

The Fund consists of a global, long/short absolute return portfolio that seeks to efficiently provide diversified exposure to four investment styles: value, momentum, carry and defensive. The Fund constructs long/short portfolios across stocks/industries, equity indices, bonds, interest rates and currencies.

Latest Meeting Note

Meeting Note 07 Mar 2016

The fund aims to provide diversified exposure to four investment styles - value, momentum, carry and defensive, by constructing non-directional long/short portfolios across stocks, equity indices, fixed income, and currencies. Since laun...

The fund aims to provide diversified exposure to four investment styles - value, momentum, carry and defensive, by constructing non-directional long/short portfolios across stocks, equity indices, fixed income, and currencies. Since launching in late 2014 the fund has generated an excellent track record with returns annualising at 9.3% with a volatility of 7.8%. The fund is competitively priced and in our opinion makes a good core-allocation for those looking to access risk-premia based investing.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.1 0.9 0.4 0.5 0.1 0.0 0.6 0.0 0.1 0.0 0.7 0.7 0.3
2022 0.6 0.2 0.5 0.9 0.3 0.1 0.8 0.5 0.3 0.0 0.9 0.9 0.4

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