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AQR Style Premia Alternative Fund;I
Ranked 1 out of 55 in Multi Strategy over 36 months
All calculations are in USD unless stated
The Fund seeks positive absolute returns. The Fund seeks exposure to four separate investment styles: value, momentum, carry and defensive, using both long and short positions within the following asset groups: equities, bonds, interest rates, commodities and currencies and may also use derivatives for hedging purposes.
Managed by
sector performance
Multi Strategy
| Rank | Fund Name | Currency | Return |
| 1 | AQR Style Premia Alternative Fund;I | USD | 25.3% |
| 2 | Infinity Q Diversified Alpha Fund;Institutional | USD | 22.2% |
| 3 | ACR Multi-Strategy Quality Return (MQR) Fund;I | USD | 18.0% |
| 4 | Shelton Tactical Credit Fund;Institutional | USD | 17.3% |
| 5 | Pacific Funds Diversified Alternatives;Adv | USD | 14.2% |
| Rank | Fund Name | Currency | Risk |
| 43 | AB All Market Alternative Return Portfolio;Advisor | USD | 5.9 |
| 43 | ACR Multi-Strategy Quality Return (MQR) Fund;I | USD | 5.9 |
| 45 | AQR Style Premia Alternative Fund;I | USD | 6.1 |
| 46 | Invesco Macro Allocation Strategy Fund;Y | USD | 6.2 |
| 47 | Alpha Risk Tactical Rotation Fund;Institutional | USD | 6.7 |
| Rank | Fund Name | Currency | Loss |
| 14 | AQR Multi-Strategy Alternative Fund;I | USD | -4.6% |
| 15 | Credit Suisse Multialternative Strategy Fund;I | USD | -4.7% |
| 16 | AQR Style Premia Alternative Fund;I | USD | -4.8% |
| 17 | JPMorgan Systematic Alpha Fund;R6 | USD | -4.9% |
| 18 | Stadion Trilogy Alternative Return Fund;I | USD | -5.0% |
Total Return
Month by Month Performance
Quarterly Performance
| to 31/03/2018 | Annual | Q1 | Q2 | Q3 | Q4 |
|---|---|---|---|---|---|
| 2018 | 0.7% | ||||
| 2017 | 12.0% | 1.1% | 0.2% | 4.7% | 5.7% |
| 2016 | -0.5% | -0.4% | 0.0% | -2.4% | 2.4% |
| 2015 | 8.8% | -2.5% | 1.1% | 7.3% | 2.8% |
| 2014 | 11.3% | 0.6% | 1.1% | 2.0% | 7.4% |
Returns Vs Risk
Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in USD).