Morningstar Fund Report
AQR Wholesale Managed Futures 1P
Fund Report | Report generated 18 Oct 2021 | 
Performance
30 Sep 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-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 |
|
| 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% |