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About

Morningstar Fund Report

AQR Wholesale Managed Futures 1P

Retail

Fund Report | Report generated 27 Jan 2022 |  Read the Analyst Research Report

Performance

31 Dec 2021

Growth of $10,000

Fund
Fund: AQR Wholesale Managed Futures 1P
Index
Index: RBA Bank accepted Bills 90 Days
Category
Category: Alternative - Systematic Trend

Financial Year Total Returns

Jun-19 Jun-20 Jun-21 Dec-21
Fund -3.84 -0.88 0.67 -5.02
+/- Cat -6.29 3.67 -3.95 -4.90
+/- Index -5.68 -1.58 0.62 -5.04

Trailing Total Returns

as at 31 Dec 2021
Total Return +/- Cat +/- Index Cat Rank
1 Month 0.26 -0.90 0.25 10 / 10
3 Month -4.11 -1.25 -4.13 7 / 10
1 Year -3.10 -7.37 -3.14 10 / 10
3 Year -0.83 -2.10 -1.37 9 / 10
5 Year -4.36 -3.76 -5.42 6 / 6

Risk Analysis

as at 31 Dec 2021
3-Year Risk Measures Fund Category Index
Standard Deviation 16.2 10.64 0.19
Sharpe Ratio -0.01 0.38 --
R-Squared 2.34 2.46 --
Beta 118.97 15.08 --
Alpha 4.44 4.44 --

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 31 Dec 2021)
38.21
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 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 21 Jan 2022

APIR Code PER0634AU
Legal Type Investment Trusts
Status Open
Category Alternative - Systematic Trend
Entry Price $ 0.6570
Exit Price $ 0.6563
Exit Price
1 Week Change $
0.0068

Morningstar Ratings

Overall 2
3 Year 2
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%