AQR Global Macro Opportunities UCITS

Investment Objective

AQR Global Macro Opportunities Strategy is a macro strategy combining opportunistic and systematic trading strategies to deliver a target return of 8% per annum at an annualised volatility ranging from 5-15%. The opportunistic bucket is run on a discretionary basis capturing deep value and other contrarian opportunities. The systematic bucket aims to capture macro momentum factors.

Reference Index

ML 3 Month T Bill Index

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2018 0.1 0.6 0.1 0.7 0.0 0.2 0.9 0.7 0.5 0.5 0.2 0.5 0.3
2017 0.9 0.5 0.7 0.1 0.0 0.6 0.4 0.2 0.0 0.6 0.0 0.6 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.