Wholesale Managed Futures Fund

  • Investment Objective

    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.

    Investment Approach

    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 and equities (the “Four Major Asset Classes”).  This universe of investments is subject to change under varying market conditions and as these Instruments evolve over time. 

    AQR will use proprietary quantitative models which aim to benefit from price trends in equity, fixed income, currency and commodity instruments. AQR generally expects that the Fund will have exposure in long and short positions across all Four Major 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. 

    1. Investment Minimums

      Minimum Initial Investment AU$25,000
      Minimum Additional Investments AU$5,000
    3. Unitholder

      Entry, Exit and Switching Fees 0.00%
      Buy/Sell Spread 0.00%/0.10%
    1. Management Costs

      The management costs (excluding performance fees) of the Class 1P Units are currently 1.35% per annum of the NAV of the Class, plus 10% net performance above the Fund's benchmark.
  • Investment Inquiries
    Telephone: 1800 778 019 in Australia or +612 8023 6500 
    Fax: +61 2 8023 6510
    Email: investorinquiries@aqr.com
    Accessing Funds

    Our Funds can be accessed in two ways:

    1. Direct application via the Product Disclosure Statement. To invest, please read and consider the Product Disclosure Statement (PDS). 
    2. Through an Investor Directed Portfolio Service (IDPS).
    IDPS Availability

    The AQR Wholesale Managed Futures Fund — Class 1P is currently available via the following platforms:

    • Asgard
    • Ausmaq
    • BT Wrap
    • BT Panorama
    • CFS FirstWrap
    • Hub24
    • Linear
    • Macquarie Wrap
    • Morgan Stanley
    • Netwealth
    • OneAnswer
    • OneVue
    • PowerWrap

  • The Fund’s investment program is speculative and entails risks. There can be no assurance that the Fund’s investment objective will be achieved. Please consider all Sections of the Fund's PDS and obtain financial advice before deciding whether to invest in the Fund.
  • AQR Capital Management, LLC ("AQR") is exempt from the requirement to hold an Australian Financial Services License under the Corporations Act 2001 (Cth). AQR is regulated by the Securities and Exchange Commission ("SEC") under United States of America laws, which differ from Australian laws. This website is intended only to provide a summary of the subject matter covered. It does not purport to be comprehensive or to provide legal, taxation or other advice on the subject matter. No reader should act on the basis of any matter contained in this website without first obtaining specific professional advice.