AQR Sustainable Delphi Long-Short Equity UCITS Fund

Investment Objective

The AQR Sustainable Delphi Long-Short Equity UCITS Fund seeks to outperform the equity markets over a full cycle with a moderate level of market exposure. The Fund favors low risk, high quality stocks where safety and risk are identified through a variety of indicators including ESG. 

The resulting portfolio is a highly diversified long-short global equity portfolio of large and small cap stocks which will dynamically integrate climate, sustainability and ESG considerations through ESG-related alpha signals, active tilting, active and static screening. The portfolio will also be carbon aware seeking negative exposure to fossil fuels and taking into consideration emissions, fossil fuel reserves and revenues from fossil-fuel type sources. 

Reference Index

0.5* ML 3 Month T Bill Index and 0.5* MSCI World Index (USD hedged)


2021 0.9 0.5 0.2 0.1 0.2 0.8 0.4 0.6 0.3 0.6 0.3 0.9 0.5
2020 0.2 1.0 0.4 1.0 0.0 0.6 0.9 0.3 0.2 0.9 0.3 0.2 0.7

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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.