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About

Morningstar Fund Report

AQR Wholesale Managed Futures 1P

Retail

Fund Report | Report generated 18 Oct 2021 |

Performance

30 Sep 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-19 Jun-20 Jun-21 Sep-21
Fund -3.84 -0.88 0.67 -0.95
+/- Cat -6.29 3.67 -3.95 -3.77
+/- Index -5.68 -1.58 0.62 -0.95

Trailing Total Returns

as at 30 Sep 2021
Total Return +/- Cat +/- Index Cat Rank
1 Month 6.15 4.90 6.15 2 / 17
3 Month -0.95 -3.77 -0.95 13 / 17
1 Year 4.41 -5.74 4.38 15 / 17
3 Year -3.12 -5.02 -3.82 13 / 15
5 Year -6.29 -5.57 -7.44 11 / 11

Risk Analysis

as at 30 Sep 2021
3-Year Risk Measures Fund Category Index
Standard Deviation 15 15.97 0.21
Sharpe Ratio -0.18 0.19 --
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 Sep 2021)
40.47
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 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 14 Oct 2021

APIR Code PER0634AU
Legal Type Investment Trusts
Status Open
Category Alternative Strategies – Managed Futures
Entry Price $ 0.6722
Exit Price $ 0.6715
Exit Price
1 Week Change $
0.0141

Morningstar Ratings

Overall 1
3 Year 2
5 Year 1
10 Year 1

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%