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AQR Systematic FI: US High Yield UCITS C1 GBP

Ranked 53 out of 71 in - Global High Yield over 3 months
All calculations are in GBP unless stated

Managed by

Attakrit Asvanunt

Ronen Israel

Ronen Israel’s primary focus is on portfolio management and research at AQR. He was instrumental in helping to build AQR’s Global Stock Selection group and its initial algorithmic trading capabilities, and now runs the Global Alternative Premia group, which employs various investing styles across asset classes. He is on the executive board of the University of Pennsylvania’s Jerome Fisher Program in Management and Technology and is a member of the Advisory Board of The Rodney L. White Center for Financial Research, The Wharton School, University of Pennsylvania. Prior to AQR, he was a senior analyst at Quantitative Financial Strategies Inc. Israel earned a B.S. in economics from the Wharton School at the University of Pennsylvania, a B.A.S. in biomedical science from the University of Pennsylvania’s School of Engineering and Applied Science, and an M.A. in mathematics, specialising in mathematical finance, from Columbia.

Jonathan Peress

Jonathan Peress is a researcher and portfolio manager on the credit team within AQR’s Global Alternative Premia group. Prior to AQR, he was a corporate credit trader at Morgan Stanley and a quantitative developer at UBS. Peress earned a B.A. in mathematics and computer science from Cornell University. He is a CFA charterholder.

Scott Richardson

Scott Richardson is a researcher and portfolio manager in AQR’s Global Alternative Premia group, overseeing research in credit and fixed-income markets. He is also involved with the equity research for the firm’s Global Stock Selection group. Prior to AQR, he was a professor at London Business School, where he still teaches M.B.A. and Ph.D. classes. He has held senior positions at BlackRock (Barclays Global Investors), including head of Europe equity research and head of global credit research. He began his career as an assistant professor at the University of Pennsylvania. Richardson earned a B.Ec. with first-class honours from the University of Sydney and a Ph.D. in business administration from the University of Michigan.

Objective

The investment objective of the Fund is to outperform the Bank of America Merrill Lynch US High Yield Index (H0A0), (the Benchmark). The Fund seeks to achieve its investment objective by investing in credit or credit-related securities of attractively valued companies with positive momentum, attractive carry and a stable business while also providing some downside protection. The Fund invests primarily in cash bonds issued by entities that are subject to credit risk.

Showing fund performance in United Kingdom View performance globally

Performance

Global High Yield over : 31/12/2017 - 31/03/2018
  • Rank 53/71 Total Return
  • Rank 34/71 Standard Deviation
  • Rank 44/71 Max Drawdown
Fund Name Currency Return
51 Barings Dev and Em Mkts HY Bd A GBP Hdg Inc

Currency exposure is hedged

Currency exposure is hedged

GBP

-1.5%

52 Muzinich Global High Yield Hedged GBP Acc A

Currency exposure is hedged

Currency exposure is hedged

GBP

-1.5%

53 AQR Systematic FI: US High Yield UCITS C1 GBP GBP

-1.6%

53 OCM Global High Yield Responsible Fund H GBP IA

Currency exposure is hedged

Currency exposure is hedged

GBP

-1.6%

55 Hermes Global High Yield Credit F GBP Hgd Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

-1.6%

Fund Name Currency Risk
33 JPM Global High Yield Bond C Dis GBP Hgd

Currency exposure is hedged

Currency exposure is hedged

GBP

2.3

34 AQR Systematic FI: US High Yield UCITS C1 GBP GBP

2.4

35 JPM Global High Yield Bond A Acc

Currency exposure is hedged

Currency exposure is hedged

GBP

2.4

36 BlueBay Global High Yield Bond D GBP (QIDiv)

Currency exposure is hedged

Currency exposure is hedged

GBP

2.5

Fund Name Currency Loss
42 JPM Global High Yield Bond C Dis GBP Hgd

Currency exposure is hedged

Currency exposure is hedged

GBP

-1.7%

43 PIMCO GIS Global High Yield Bond Inst GBP Hdg Inc

Currency exposure is hedged

Currency exposure is hedged

GBP

-1.7%

44 Neuberger Berman Global HY Bond GBP Z (PF) Acc Hdg

Currency exposure is hedged

Currency exposure is hedged

GBP

-1.8%

44 AQR Systematic FI: US High Yield UCITS C1 GBP GBP

-1.8%

44 BGF Global High Yield Bond D2 GBP Hedged

Currency exposure is hedged

Currency exposure is hedged

GBP

-1.8%

Total Return

Quarterly Performance

to 31/03/2018 Annual Q1 Q2 Q3 Q4
2018 -1.6%
2017 1.5%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. France
  3. Luxembourg
  4. Switzerland
  5. United Kingdom

Fund Info

  • Launch date10/08/2017
  • Share Class size03Mn
  • Base currencyGBP
  • ISIN LU1365217055

Purchase Info

  • Min. initial investment100,000
  • Min. regular additional investment0

Charges

  • Annual management0.55%
  • Initial investment0

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