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MLIS AQR Global Relative Value UCITS EUR A Acc

Ranked 11 out of 63 in - Multi Strategy over 36 months
All calculations are in EUR unless stated

Managed by

David G. Kabiller

David G. Kabiller is a founding principal and head of Client Strategies at AQR Capital Management. Prior to co-founding AQR, David worked at Goldman, Sachs & Co where he was a vice president in the Pension Services Group. He also spent time working in the Institutional Fixed Income Division and in the private client services department. While at Goldman, David was involved with the structuring and development of products and investment strategies unique to ESOP investors. He was the creator of Goldman’s Pension & Endowment Forum in which he co-authored research topics on derivatives, enhanced indexation, securities lending, insurance-linked securities and hedge funds. David is a member of the Board of Trustees at Northwestern University, and has been a periodic lecturer at the Kellogg Graduate School of Management. He is a member of the Kellogg Alumni Advisory Board, as well as a member of the Board of Trustees for the Terra Foundation. He holds a BA in Economics and an MBA from Northwestern University and is CFA charterholder. While at Northwestern, David received an athletic scholarship for tennis and was voted to the all academic “Big Ten” team.

Objective

The investment objective of the Sub-Fund is to produce high, risk-adjusted returns while targeting a low long term average correlation to the traditional markets. The Sub-Fund achieves its objective by investing internationally in a broad range of instruments, including, but not limited to, equities, bonds, currencies, commodity indices, credit derivatives, convertible securities, futures, forwards, options, swaps and other derivative products.

Showing fund performance globally. You can view performance in individual jurisdictions.

Performance

Multi Strategy over : 31/12/2014 - 31/12/2017
  • Rank 11/63 Total Return
  • Rank 30/63 Standard Deviation
  • Rank 24/63 Max Drawdown
Fund Name Currency Risk
28 Hadron Alpha Select EUR EUR

5.0

29 VF II - Vescore Multi-Strategy B

Currency exposure is hedged

Currency exposure is hedged

EUR

5.0

30 MLIS AQR Global Relative Value UCITS EUR A Acc EUR

5.1

31 Memnon Active Risk Parity R EUR EUR

5.2

32 LGT Alpha Generix Global Income UCITS J EUR EUR

5.3

Fund Name Currency Loss
22 JPM Diversified Risk A Acc EUR Hgd

Currency exposure is hedged

Currency exposure is hedged

EUR

-5.6%

23 CS (Lux) Liquid Alternative Beta FBH EUR LIQ

Currency exposure is hedged

Currency exposure is hedged

EUR

-5.7%

24 MLIS AQR Global Relative Value UCITS EUR A Acc EUR

-5.8%

25 BCV Liquid Alternative Beta A EUR Cap EUR

-5.8%

26 Pioneer Funds Multi Strategy Growth A ND EUR EUR

-5.9%

Total Return

Quarterly Performance

to 31/12/2017 Annual Q1 Q2 Q3 Q4
2017 2.8% 1.1% -0.8% 3.1% -0.6%
2016 -0.7% -1.3% -2.8% 1.3% 2.2%
2015 9.5% 2.1% -2.1% 7.8% 1.7%
2014 5.6% -0.8% 1.0% 1.3% 4.0%
2013 5.2% -0.7% 2.8% -2.1% 5.2%
2012 4.6% -0.6% 2.0% 0.0% 3.2%
2011 0.8% -6.0% 2.2%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Cyprus
  3. Finland
  4. France
  5. Germany
  6. Ireland
  7. Luxembourg
  8. Netherlands
  9. Norway
  10. Portugal
  11. Singapore
  12. Spain
  13. Sweden
  14. Switzerland
  15. United Kingdom

Fund Info

  • Launch date26/01/2011
  • Share Class size367Mn
  • Base currencyEUR
  • ISIN LU0562189042

Purchase Info

  • Min. initial investment1Mn
  • Min. regular additional investment0

Charges

  • Annual management1.00%
  • Initial investment0

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Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).