Morningstar Fund Report
AQR Wholesale Managed Futures 1P
Fund Report | Report generated 28 Jun 2022 | 
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Performance
31 May 2022
Growth of $10,000
Fund: AQR Wholesale Managed Futures 1P
Index: RBA Bank accepted Bills 90 Days
Category: Alternative - Systematic Trend
Financial Year Total Returns
| Jun-19 | Jun-20 | Jun-21 | May-22 | |
|---|---|---|---|---|
| Fund | -3.84 | -0.88 | 0.67 | 35.46 |
| +/- Cat | -6.29 | 3.67 | -3.95 | 17.50 |
| +/- Index | -5.68 | -1.58 | 0.62 | 35.30 |
Trailing Total Returns
as at 31 May 2022| Total Return | +/- Cat | +/- Index | Cat Rank | |
|---|---|---|---|---|
| 1 Month | -0.84 | 0.03 | -0.92 | 12 / 14 |
| 3 Month | 24.71 | 13.19 | 24.58 | 1 / 14 |
| 1 Year | 28.11 | 11.89 | 27.95 | 3 / 13 |
| 3 Year | 10.93 | 4.53 | 10.59 | 6 / 12 |
| 5 Year | 3.94 | 0.95 | 3.00 | 7 / 8 |
Risk Analysis
as at 31 May 2022| 3-Year Risk Measures | Fund | Category | Index |
|---|---|---|---|
| Standard Deviation | 19.11 | 11.96 | 0.12 |
| Sharpe Ratio | 0.62 | 0.84 | -- |
| R-Squared | 1.45 | 2.16 | -- |
| Beta | -48.21 | -33.36 | -- |
| Alpha | 7.69 | 7.07 | -- |
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 29 Apr 2022) |
51.95 |
| 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 2022
| 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 
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Quick Stats
as at 24 Jun 2022
| APIR Code | PER0634AU |
| Legal Type | Investment Trusts |
| Status | Open |
| Category | Alternative - Systematic Trend |
| Entry Price $ | 0.9649 |
| Exit Price $ | 0.9639 |
| Exit Price 1 Week Change $ |
-0.0257 |
Morningstar Ratings
| Overall |
|
| 3 Year |
|
| 5 Year | |
| 10 Year |
Prosective Fees & Costs
as at 30 Sep 2021
| Total Cost Ratio (Prospective) | 1.20% |
| Investment Management Fee | 1.06% |
| Performance Fee Costs | -- |
| Administration Fees & Costs | -- |
| Buy Spread/Sell Spread | 0.00% / 0.10% |