Cliff Asness’ AQR Capital launches Managed Futures Fund

January 13th, 2010
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Institutional hedge fund manager AQR Capital Management last week announced the launch of a new mutual fund, the AQR Managed Futures Strategy Fund, which will be open to both retail and institutional investors. According to the company, the new fund will target a volatility level “that will range between the historic volatility levels of global fixed income indices and broad-based global equity indices.” AQR also emphasized the fund’s potential to diversify investors’ portfolios: “Given the strategy’s close to zero correlation to other asset classes historically, it can provide significant diversification not only to hedge fund and other alternative-based portfolios but also to more traditional stock and bond portfolios,” founding partner David G. Kabiller stated.

Managed futures strategies, which falls into the class of alternative investments, “encompass investments in commodities, equity indices, currencies and government bonds,” according to AQR’s press release. Such strategies offer high-risk returns to investors and historically flourish in economic crises and booms alike.

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For Detailed Investor Profiles on these Investors, click below:
AQR Capital Management LLC
Related People: Clifford Asness, Ph.D.; David G. Kabiller; John M. Liew; Robert J. Krail
Related Entities: AQR Absolute Return Master; AQR Delta Master Account; AQR Global Asset Allocation; AQR Global Equity Master; AQR Global Stock Selection; AQR International Equity Fund; AQR RC Equity International; AQR Small Cap Value Fund LP
Related Article Tags: Multi-Strategy, Long Short, Equity, Debt and Global Macro Hedge Fund News; Hedge Fund Launches and Hedge Fund Closings

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