Home Banking & Finance New systematic fixed income fund offered by AQR Capital Management

New systematic fixed income fund offered by AQR Capital Management

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AQR Capital Management LLC has debuted its Core Plus Bond Fund, a systematic fixed income fund it says will “consistently outperform its benchmark.”

According to the Greenwich-based company, the fund is distributed through financial advisors and is designed to systematically implement “fundamental drivers of returns such as value, momentum, carry and defensive themes.”

he fund’s goal, company officials said, is to outperform the benchmark set by the Bloomberg Barclays U.S. Aggregate Index. The company also said the fund should “generate excess returns that are uncorrelated to fixed income markets, other fixed income managers, as well as equity markets.”

“Our approach is rooted in AQR’s research-based investment philosophy,” Jordan Brooks, AQR portfolio manager, said. “We have found that systematic strategies can be as successfully applied in fixed income as in equities, offering investors access to targeted sources of returns, many of which are altogether absent from traditional fixed income portfolios.”

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