AQR Wholesale Managed Futures Fund

The investment objective of the AQR Wholesale Managed Futures Fund (“Fund”) is to seek to produce attractive risk-adjusted returns while targeting a low long-term average correlation to traditional markets. The Fund will seek to achieve returns from a managed futures trading strategy in excess of the Bloomberg AusBond Bank Bill Index, over the medium to long-term.

To pursue its investment objective, the Fund will be actively managed and will primarily invest in a portfolio of futures contracts and derivative instruments across the asset classes of commodities, currencies, fixed income, credit, volatility and equities (the “Asset Classes”).  This universe of investments is subject to change under varying market conditions and as these instruments evolve over time. 

AQR uses a proprietary, systematic and quantitative process which utilises both price and economic data, with the aim to identify and benefit from price trends across  the Asset Classes. AQR generally expects that the Fund will have exposure in long and short positions across all Asset Classes, but at any one time the Fund may emphasise one or two of the asset classes or a limited number of exposures within an individual asset class.

The Fund’s investment program is speculative and entails risks. There is no guarantee that the Fund’s investment objective will be achieved or that the Fund will provide any particular rate of return. There is no guarantee that the investment approach employed by the Fund will remain as above, that any component of the above approach will not be discontinued or that the Fund’s goals will not change over time. Please consider all sections of the Fund's Product Disclosure Statement (“PDS”), Target Market Determination  (“TMD”) document and obtain financial advice before deciding whether to invest in the Fund.