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Morningstar Fund Report

AQR Wholesale Managed Futures 1P

Retail

Fund Report | Report generated 19 Jan 2017 |  Read the Analyst Research Report

Performance

31 Dec 2016

Growth of $10,000

Fund
Fund: AQR Wholesale Managed Futures 1P
Index
Index: RBA Bank accepted Bills 90 Days
Category
Category: Alternative Strategies – Managed Futures

Financial Year Total Returns

Jun-14 Jun-15 Jun-16 Dec-16
Fund 3.65 32.88 9.48 -17.71
+/- Cat -10.04 11.79 -0.27 -11.15
+/- Index 1.01 30.38 7.28 -18.61

Trailing Total Returns

as at 31 Dec 2016
Total Return +/- Cat +/- Index Cat Rank
1 Month -0.41 -1.13 -0.56 9 / 10
3 Month -13.41 -9.97 -13.85 10 / 10
1 Year -15.41 -9.77 -17.40 9 / 9
3 Year 4.18 -4.93 1.88 8 / 8
5 Year 7.84 -1.79 5.16 1 / 8

Risk Analysis

as at 31 Dec 2016
3-Year Risk Measures Fund Category Index
Standard Deviation 17.13 13.74 0.1
Sharpe Ratio 0.19 0.49 --
R-Squared -- -- --
Beta -- -- --
Alpha -- -- --

Fund Details

Fund Inception 01 Apr 2011
Responsible Entity Perpetual Trust Services Limited
Fund Manager AQR Capital Management LLC
Base Currency $A
Net Assets $Mil
(as at 30 Dec 2016)
129.04
Minimum Investment $ 25,000
Regular Savings Plan
(Yes/No)
--
Cash Distributions Annually

Current Investment Style

 

Style Box is unavailable.

Asset Allocation

% as at 31 Dec 2016

Domestic Equity 0.000
International Equity 0.000
Listed Property 0.000
Unlisted Property 0.000
Domestic Fixed Interest 0.000
International Fixed Interest 0.000
Cash 0.000
Other 100.000

Morningstar Sustainability Rating Learn more

Quick Stats

as at 16 Jan 2017

APIR Code PER0634AU
Legal Type Investment Trusts
Status Open
Category Alternative Strategies – Managed Futures
Entry Price $ 0.8623
Exit Price $ 0.8615
Exit Price
1 Week Change $
0.0094

Morningstar Ratings

Overall 3
3 Year 1
5 Year 4
10 Year  

Fees & Expenses

One-Time

Entry Fee/Contribution Fee 0.00%
Exit Fee/Withdrawal Fee 0.00%
Buy/Sell Spread 0.1001

Annual

ICR pa (30 Jun 2016) 1.9707
Max Management Fee pa 1.30%
Max Admin Fee pa 0.00%
Performance Fee pa
(30 Jun 2016)
0.6707%
Max Brokerage 0.0000