Morningstar Fund Report
AQR Wholesale Managed Futures 1P
Fund Report | Report generated 17 May 2021 | 
Performance
30 Apr 2021
Growth of $10,000
Fund: AQR Wholesale Managed Futures 1P
Index: RBA Bank accepted Bills 90 Days
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 |
|
| 3 Year |
|
| 5 Year |
|
| 10 Year |
|
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 |