Morningstar Fund Report
AQR Wholesale Managed Futures 1P
Fund Report | Report generated 27 Jan 2022 | 
Read the Analyst Research Report
Read the Analyst Research Report
Performance
31 Dec 2021
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 | 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 |
|
| 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% |