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Ronen Israel
Manages
19
funds
across
- AQR Diversified Arbitrage Fund;I
- AQR Emerging Momentum Style;I
- AQR Emerging Multi-Style Fund;I
- AQR Equity Market Neutral Fund;I
- AQR International Momentum Style Fund;I
- AQR International Multi-Style Fund;I
- AQR Large Cap Momentum Style Fund;I
- AQR Large Cap Multi-Style Fund;I
- AQR Small Cap Momentum Style Fund;I
- AQR Small Cap Multi-Style Fund;I
- AQR Style Premia Alternative Fund;I
- AQR Style Premia Alternative LV Fund;I
- AQR TM Emerging Multi-Style Fund;R6
- AQR TM International Momentum Style;I
- AQR TM International Multi-Style Fund;R6
- AQR TM Large Cap Momentum Style Fund;I
- AQR TM Large Cap Multi-Style Fund;R6
- AQR TM Small Cap Momentum Style;I
- AQR TM Small Cap Multi-Style Fund;R6
13
sectors
in United States
- Equity - Emerging Markets Funds
- Equity - International Multi-Cap Core
- Equity - International Multi-Cap Growth
- Equity - International Multi-Cap Value
- Equity - Large-Cap Core Funds
- Equity - Large-Cap Growth Funds
- Equity - Multi-Cap Core Funds
- Equity - Multi-Cap Growth Funds
- Equity - Small-Cap Core Funds
- Equity - Small-Cap Growth Funds
- Liquid Alternatives - Event Driven
- Liquid Alternatives - Market Neutral
- Liquid Alternatives - Multi Strategy
View performance in other countries
- Performance globally
- Performance in Americas
- Performance in Austria
- Performance in Bahrain
- Performance in Belgium
- Performance in Chile
- Performance in Cyprus
- Performance in Denmark
- Performance in Estonia
- Performance in Finland
- Performance in France
- Performance in Germany
- Performance in Gibraltar
- Performance in Guernsey
- Performance in Hong Kong
- Performance in Ireland
- Performance in Isle Of Man
- Performance in Jersey
- Performance in Latvia
- Performance in Liechtenstein
- Performance in Lithuania
- Performance in Luxembourg
- Performance in Macau
- Performance in Malta
- Performance in Netherlands
- Performance in Norway
- Performance in Peru
- Performance in Poland
- Performance in Portugal
- Performance in Singapore
- Performance in South Africa
- Performance in Spain
- Performance in Sweden
- Performance in Switzerland
- Performance in Taiwan
- Performance in United Kingdom
Ronen Israel’s primary focus is on portfolio management and research at AQR. He was instrumental in helping to build AQR’s Global Stock Selection group and its initial algorithmic trading capabilities, and now runs the Global Alternative Premia group, which employs various investing styles across asset classes. He is on the executive board of the University of Pennsylvania’s Jerome Fisher Program in Management and Technology and is a member of the Advisory Board of The Rodney L. White Center for Financial Research, The Wharton School, University of Pennsylvania. Prior to AQR, he was a senior analyst at Quantitative Financial Strategies Inc. Israel earned a B.S. in economics from the Wharton School at the University of Pennsylvania, a B.A.S. in biomedical science from the University of Pennsylvania’s School of Engineering and Applied Science, and an M.A. in mathematics, specialising in mathematical finance, from Columbia.
Citywire Rating:
sector performance
funds managed
fund | total return | standard deviation | max drawdown |
AQR Small Cap Momentum Style Fund;I | 23.6 % | 13.8 | -19.0 % |
AQR TM Small Cap Momentum Style;I | 24.7 % | 13.7 | -18.5 % |
League Table - Rank 132/190 (3rd quartile)
rank | Manager | Return | |
131 |
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131. Jon A. Loth | 24.2% |
132 |
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132. Ronen Israel | 24.2% |
132 |
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132. Andrea Frazzini | 24.2% |
132 |
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132. Clifford S. Asness | 24.2% |
132 |
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132. Jacques Friedman | 24.2% |
Total Return
Month by Month Performance
Quarterly (to 31/03/2018)
year | Annual | Q1 | Q2 | Q3 | Q4 |
---|---|---|---|---|---|
2018 | 1.5% | ||||
2017 | 17.0% | 3.4% | 2.3% | 6.9% | 3.6% |
2016 | 13.1% | -5.0% | 5.1% | 6.2% | 6.7% |
2015 | -3.1% | 4.9% | 0.2% | -11.2% | 3.9% |
2014 | 2.4% | 1.0% | 0.5% | -7.5% | 9.0% |
2013 | 3.8% | 12.0% | 8.5% |
Are you Ronen Israel?
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