Morningstar Fund Report
AQR Wholesale Managed Futures 1P
Fund Report | Report generated 28 Jun 2022 |
Read the Analyst Research Report


Performance
31 May 2022
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 | May-22 | |
---|---|---|---|---|
Fund | -3.84 | -0.88 | 0.67 | 35.46 |
+/- Cat | -6.29 | 3.67 | -3.95 | 17.50 |
+/- Index | -5.68 | -1.58 | 0.62 | 35.30 |
Trailing Total Returns
as at 31 May 2022Total Return | +/- Cat | +/- Index | Cat Rank | |
---|---|---|---|---|
1 Month | -0.84 | 0.03 | -0.92 | 12 / 14 |
3 Month | 24.71 | 13.19 | 24.58 | 1 / 14 |
1 Year | 28.11 | 11.89 | 27.95 | 3 / 13 |
3 Year | 10.93 | 4.53 | 10.59 | 6 / 12 |
5 Year | 3.94 | 0.95 | 3.00 | 7 / 8 |
Risk Analysis
as at 31 May 20223-Year Risk Measures | Fund | Category | Index |
---|---|---|---|
Standard Deviation | 19.11 | 11.96 | 0.12 |
Sharpe Ratio | 0.62 | 0.84 | -- |
R-Squared | 1.45 | 2.16 | -- |
Beta | -48.21 | -33.36 | -- |
Alpha | 7.69 | 7.07 | -- |
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 29 Apr 2022) |
51.95 |
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 2022
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 24 Jun 2022
APIR Code | PER0634AU |
Legal Type | Investment Trusts |
Status | Open |
Category | Alternative - Systematic Trend |
Entry Price $ | 0.9649 |
Exit Price $ | 0.9639 |
Exit Price 1 Week Change $ |
-0.0257 |
Morningstar Ratings
Overall |
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3 Year |
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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% |