Lumyna - AQR Global Relative Value UCITS

Investment 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.

Performance

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

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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.