AQR UCITS Funds II - AQR Style Premia: Global Equity UCITS Fund A2 USD
ISIN: LU1285432016
Categoria Morningstar: Global Large-Cap Blend Equity
Società: AQR Capital Management LLC
The investment objective of the Fund is to outperform the MSCI World Index (total return net dividends, unhedged) (the “Benchmark”), on a risk adjusted basis, while promoting environmental and social characteristics by following the approach described under section “Sustainability Annex” below. There can be no assurance that the Fund will achieve its investment objective.
| Rendimento annuo | 1 anno | 3 anni | 5 anni | Inizio | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|---|---|
| Rendimento annuo: Fondo | 1 anno: 29,20 | 3 anni: 11,47 | 5 anni: 11,19 | Inizio: 10,44 | 2024: 12,71 | 2023: 14,99 | 2022: -7,75 | 2021: 31,19 | 2020: 0,93 |
| Rendimento annuo: Categoria | 1 anno: 19,62 | 3 anni: 6,66 | 5 anni: 8,75 | Inizio: - | 2024: 7,31 | 2023: 15,45 | 2022: -14,21 | 2021: 25,85 | 2020: 4,68 |
| Rendimento annuo: Percentile | 1 anno: 6,00 | 3 anni: 6,00 | 5 anni: 27,00 | Inizio:- | 2024: 4,00 | 2023: 58,00 | 2022: 10,00 | 2021: 23,00 | 2020: 75,00 |
| Rischio | Volatilità | Sharpe Ratio | Correlazione | Beta | Alfa | Tracking error | Info Ratio |
|---|---|---|---|---|---|---|---|
| Rischio: 3 anni | 1 Volatilità: 12,64 | 3 Sharpe Ratio: 0,45 | 5 Correlazione: 94,35 | Beta: 0,86 | Alfa: 2,82 | Tracking error: 5,46 | Info Ratio: 0,46 |
Fonte: Morningstar.
Dati in euros.
Categoria: Global Large-Cap Blend Equity. Data: 2024-04-26
Fonte: Morningstar.
Dati in euros.
Categoria: Global Large-Cap Blend Equity. Data: 2024-04-26