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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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2018

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sector performance

funds managed

fund total return standard deviation max drawdown
AQR International Momentum Style Fund;I 17.4 % 10.7 -13.5 %
AQR TM International Momentum Style;I 16.6 % 10.8 -13.2 %

League Table - Rank 79/107 (3rd quartile)

rank Manager Return
77 Cesar Hernandez 77. Cesar Hernandez 17.2%
78 William Bower 78. William Bower 17.1%
79 Ronen Israel 79. Ronen Israel 17.0%
79 Clifford S. Asness 79. Clifford S. Asness 17.0%
81 Joe G. Bruening 81. Joe G. Bruening 16.9%
View full league table

Total Return

Month by Month Performance

Quarterly (to 31/03/2018)

year Annual Q1 Q2 Q3 Q4
2018 1.0%
2017 25.2% 7.4% 5.2% 7.0% 3.5%
2016 -3.9% -2.3% 1.1% 2.7% -5.2%
2015 0.3% 4.2% 0.8% -8.8% 4.8%
2014 -8.5% -1.7% 3.2% -5.8% -4.3%
2013 -0.8% 9.9% 4.8%

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