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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 Large Cap Momentum Style Fund;I 55.2 % 9.6 -7.9 %

League Table - Rank 106/186 (3rd quartile)

rank Manager Return
104 Douglas J. Roman 104. Douglas J. Roman 55.2%
104 Mark W. Batty 104. Mark W. Batty 55.2%
106 Ronen Israel 106. Ronen Israel 55.2%
106 Andrea Frazzini 106. Andrea Frazzini 55.2%
106 Jacques Friedman 106. Jacques Friedman 55.2%
106 Clifford S. Asness 106. Clifford S. Asness 55.2%
View full league table

Total Return

Month by Month Performance

Quarterly (to 30/06/2018)

year Annual Q1 Q2 Q3 Q4
2018 2.4% 4.2%
2017 23.9% 6.2% 3.0% 5.9% 6.9%
2016 4.7% -1.0% 3.6% 1.6% 0.5%
2015 3.0% 3.1% -0.2% -6.2% 6.7%
2014 9.8% 1.6% 4.8% -0.6% 3.8%
2013 10.5%

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