The new Class 1F units come with additional disclosure and a smaller minimum investment size of $25,000, also making them suitable for use on platforms, according to the announcement.
The Global Risk Premium strategy has a “risk-balanced approach” to portfolio construction, aiming to produce attractive risk-adjusted returns through exposures to a range of asset classes, said Jeff Dunn, an AQR principal who runs the firm’s Australasian business.
“The strategy has generated relatively high risk-adjusted returns over a period that has been challenging for investors,” said Dunn.
“The strategy’s live performance since inception clearly demonstrates the value of diversifying away from traditional equity dominated portfolios,” he added.
AQR stated it manages more than US$25 billion globally in the Global Risk Premium strategy, which it has managed in offshore vehicles since 2006.
