AQR Systematic Total Return UCITS Fund

Investment Objective

The Fund seeks to achieve an annual total return of cash + 6% while targeting a volatility level between 6%- 10% in most environments and low long-term correlation to traditional asset classes.

The Fund consists of a global, total return portfolio with exposures to traditional asset classes, alternative risk premia and differentiated alpha sources, delivered in a transparent, liquid vehicle. It is actively managed to maintain a moderate risk level and to preserve balanced risk allocations across three of AQR’s core liquid alternative strategies: Risk-Balanced Market Exposures, Multi-Asset Trend and Market-Neutral Security Selection, deployed across multiple asset classes and regions. 

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.3 0.7 1.0 0.2 0.3 0.1 0.5 0.9 0.8 0.4 0.6 1.0 0.4
2019 0.7 0.9 0.0 0.1 0.1 0.2 0.2 0.1 0.0 0.1 0.2 0.8 0.9

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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.