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About

Morningstar Fund Report

AQR Wholesale Managed Futures 1P

Retail

Fund Report | Report generated 17 May 2021 |

Performance

30 Apr 2021

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-18 Jun-19 Jun-20 Apr-21
Fund -3.00 -3.84 -0.88 4.13
+/- Cat -0.14 -6.29 3.67 0.01
+/- Index -4.82 -5.68 -1.58 4.08

Trailing Total Returns

as at 30 Apr 2021
Total Return +/- Cat +/- Index Cat Rank
1 Month 0.92 -2.26 0.92 17 / 18
3 Month 4.90 0.74 4.89 14 / 18
1 Year 0.06 1.26 0.00 15 / 18
3 Year -1.45 -1.09 -2.42 11 / 14
5 Year -5.58 -3.79 -6.88 10 / 10

Risk Analysis

as at 30 Apr 2021
3-Year Risk Measures Fund Category Index
Standard Deviation 14.6 16.85 0.23
Sharpe Ratio -0.1 -0.03 --
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 Apr 2021)
43.24
Minimum Investment $ 25,000
Regular Savings Plan
(Yes/No)
--
Cash Distributions Annually

Current Investment Style

 

Style Box is unavailable.

Asset Allocation

% as at 31 Mar 2021

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 12 May 2021

APIR Code PER0634AU
Legal Type Investment Trusts
Status Open
Category Alternative Strategies – Managed Futures
Entry Price $ 0.7528
Exit Price $ 0.7520
Exit Price
1 Week Change $
0.0262

Morningstar Ratings

Overall 1
3 Year 3
5 Year 1
10 Year 1

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 2020) 1.3500
Max Management Fee pa 1.20%
Max Admin Fee pa 0.00%
Performance Fee pa
(30 Jun 2020)
0.00%
Max Brokerage 0.0000