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Clifford S. Asness

Clifford S. Asness

Clifford S. Asness is a founding principal at AQR Capital Management and a portfolio manager. Prior to co-founding AQR, Cliff was at Goldman, Sachs & Co where he was a managing director and director of quantitative research for the asset management division. Cliff has authored articles on many financial topics including multiple publications in the Journal of Portfolio Management and the Financial Analysts Journal, having been awarded for some of those papers. In addition, the CFA Institute has awarded Cliff the James R. Vertin Award which is periodically given to individuals who have produced a body of research notable for its relevance and enduring value to investment professionals. Cliff received a BS in Economics from the Wharton School and a BS in Engineering from the Moore School of Electrical Engineering, both graduating summa cum laude at the University of Pennsylvania. He received an MBA with high honours and a PhD in Finance from the University of Chicago.

Citywire Rating: Not Rated

not rated

2014

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2015

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2016

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2017

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sector performance

funds managed

fund total return standard deviation max drawdown
AQR TM Large Cap Momentum Style Fund;I 16.2 % 4.5 -2.0 %

League Table - Rank 165/203 (4th quartile)

rank Manager Return
165 Jacques Friedman 165. Jacques Friedman 16.2%
165 Ronen Israel 165. Ronen Israel 16.2%
165 Clifford S. Asness 165. Clifford S. Asness 16.2%
165 Andrea Frazzini 165. Andrea Frazzini 16.2%
View full league table

Total Return

Month by Month Performance

Quarterly (to 30/09/2017)

year Annual Q1 Q2 Q3 Q4
2017 5.6% 2.9% 5.9%
2016 4.2% -1.2% 2.5% 1.9% 1.0%
2015 2.9% 2.8% -0.4% -5.9% 6.8%
2014 10.8% 1.6% 5.0% 0.3% 3.6%
2013 35.0% 9.1% 3.5% 8.3% 10.5%
2012 -1.0%

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