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Morningstar Fund Report

AQR Global Risk Premium Trust Class 1F

Retail

Fund Report | Report generated 04 Dec 2016 |

Performance

31 Oct 2016

Growth of $10,000

Fund
Fund: AQR Global Risk Premium Trust Class 1F
Index
Index: Morningstar Aus Msec Balanced TR AUD
Category
Category: Multisector Balanced

Financial Year Total Returns

Jun-14 Jun-15 Jun-16 Oct-16
Fund 19.33 -1.53 1.34 -0.89
+/- Cat 8.76 -9.33 -0.59 -2.06
+/- Index 7.54 -11.83 -3.24 -1.29

Trailing Total Returns

as at 31 Oct 2016
Total Return +/- Cat +/- Index Cat Rank
1 Month -2.22 -1.18 -0.67 149 / 155
3 Month -1.30 -0.18 0.68 86 / 150
1 Year 5.78 3.59 3.42 2 / 146
3 Year 3.29 -1.84 -3.54 117 / 128
5 Year -- -- -- --

Risk Analysis

as at 31 Oct 2016
3-Year Risk Measures Fund Category Index
Standard Deviation 7.91 4.94 5.17
Sharpe Ratio 0.15 0.57 0.86
R-Squared 11.36 84.71 --
Beta 0.52 0.87 --
Alpha -1.07 -1.15 --

Fund Details

Fund Inception 30 Apr 2013
Responsible Entity Perpetual Trust Services Limited
Fund Manager AQR Capital Management LLC
Base Currency $A
Net Assets $Mil
(as at 31 Oct 2016)
1.43
Minimum Investment $ 25,000
Regular Savings Plan
(Yes/No)
--
Cash Distributions Annually

Current Investment Style

 

Style Box is unavailable.

Asset Allocation

% as at 30 Sep 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 30 Nov 2016

APIR Code PER0696AU
Legal Type Investment Trusts
Status Open
Category Multisector Balanced
Entry Price $ 0.8449
Exit Price $ 0.8440
Exit Price
1 Week Change $
0.0034

Morningstar Ratings

Overall 1
3 Year 1
5 Year  
10 Year  

Fees & Expenses

One-Time

Entry Fee/Contribution Fee 0.00%
Exit Fee/Withdrawal Fee 0.00%
Buy/Sell Spread 0.1006

Annual

ICR pa (30 Jun 2016) 0.0075
Max Management Fee pa 0.75%
Max Admin Fee pa 0.00%
Performance Fee pa
(30 Jun 2016)
--
Max Brokerage 0.0000