AQR Systematic Total Return UCITS

Investment Objective

The AQR Systematic Total Return Strategy seeks to capture a diversified set of traditional and alternative return sources and deliver them to investors in a transparent and liquid vehicle which has a low correlation to traditional asset classes. In the implementation of this strategy AQR seek to allocate risk equally within a single multi-strategy portfolio across three of AQR’s core capabilities as a manager. These are Risk Balanced Market Exposure, Multi Asset Trend and Market Neutral Security Selection.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.7 0.9 0.1 0.5 0.4 0.1 0.0 0.5 0.7 0.2 0.6 0.8 0.4
2018 0.3 0.2 0.3 0.0 0.9 0.3 0.7 0.4 0.5 0.1 0.1 1.0 0.5

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.