A Systematic Approach to Fixed Income

Systematic investing is an innovative and diversifying approach to active management within fixed income. This systematic process identifies attractive securities which are evaluated based on historically-proven drivers of return (or “investment themes”) such as value, momentum, carry and defensive. These, and additional investment themes, have demonstrated consistent performance across asset classes and through time.  

AQR’s systematic fixed income strategies may offer investors outperformance that is uncorrelated with equity and rates markets, and may be a more effective diversifier than other active fixed income strategies  . Our approach is to take fundamental investment ideas and apply them systematically across the fixed income universe, utilizing a disciplined process to maintain a targeted level of risk. Systematic investing in fixed income may offer investors the potential to beat their benchmarks without a persistent credit tilt and to generate returns across different market environments.

A Video Introduction

Systematic fixed income takes a rigorous, repeatable approach to investing in bonds. In this video, we talk about the potential diversification benefits of adding systematic strategies to a portfolio and explain why this approach is finally catching on in fixed income markets.

Source: AQR

Diversification does not eliminate the risk of experiencing investment loss. There are risks involved with investing including the possible loss of principal.

Investment in any of the funds described on this website carries substantial risk, including the possible loss of principal. There is no guarantee that the investment objectives of the funds will be achieved and returns may vary significantly over time. Investment in the funds described on this website is not suitable for all investors. Not all funds or share classes are available to all investors.

Fund offering documents contain risk warnings that are specific to each fund. Investors should only invest in a fund once they have thoroughly reviewed the prospectus and Key Investor Information Document (“KIID”) for the fund and carefully considered the relevant investment objectives, risks, charges and fees. Investors may wish to consult an independent financial advisor for personal and specific investment advice before investing.

Umbrella Fund:
The Fund is a sub-fund of AQR UCITS Funds, a Luxembourg based UCITS of which the management company is FundRock Management Company S.A.

The information contained on this website is for informational purposes only and does not constitute an offer or invitation to buy, sell or otherwise transact in any security. The information on this site is directed only at persons or entities in any jurisdiction or country where such access to information contained on this website and use of such information is not contrary to local law or regulation. Accordingly, all persons who access this website are required to inform themselves of and to comply with any such restrictions. The prospectus, KIID and the latest periodic reports for each fund are available free of charge.

Past performance does not guarantee future results.

AQR Capital Management (Europe) LLP, a U.K. limited liability partnership, is authorized by the U.K. Financial Conduct Authority (“FCA”) for advising on investments (except on Pension Transfers and Pension Opt Outs), arranging (bringing about) deals in investments, dealing in investments as agent, managing a UCITS, managing an unauthorized AIF and managing investments. This material has been approved to satisfy UK FCA COBS 4.


© AQR Funds are distributed by ALPS Distributors, Inc. AQR Capital Management, LLC is the Investment Manager of the Funds and a federally registered investment adviser. ALPS Distributors is not affiliated with AQR Capital Management. 

Investors should carefully consider the investment objectives, risks, charges and expenses of the Funds before investing. To obtain a prospectus containing this and other important information, please call 1-866-290-2688 or click here to view or download a prospectus online. Read the prospectus carefully before you invest. 

The information provided herein (including any separate documents that may be accessed through this website) is not directed at any investor or category of investors and is provided solely as general information about our products and services and to otherwise provide general investment education. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of AQR Capital Management, LLC (“AQR Capital”) nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement investor, contact your financial advisor or other fiduciary unrelated to AQR about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances.

Diversification does not eliminate the risk of experiencing investment loss. There are risks involved with investing including the possible loss of principal.

View definitions of benchmarks and other terms used hereOne cannot invest directly in an index.

There are risks involved with investing including the possible loss of principal.
Past performance does not guarantee future results.
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