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Ronen Israel

Ronen Israel

i

This Fund Manager Rating is based on the Citywire Absolute Return ratings methodology

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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: A rated

not rated

2017

  • D

2018

  • J
  • F
  • M
  • A

sector performance

funds managed

fund total return standard deviation max drawdown
AQR Style Premia Alternative Fund;I 25.3 % 6.1 -4.8 %
AQR Style Premia Alternative LV Fund;I 13.8 % 3.2 -2.0 %

League Table - Rank 4/73 (1st quartile)

rank Manager Return
4 Ronen Israel 4. Ronen Israel 19.5%
4 Andrea Frazzini 4. Andrea Frazzini 19.5%
4 Jacques Friedman 4. Jacques Friedman 19.5%
4 Michael Katz 4. Michael Katz 19.5%
View full league table

Total Return

Month by Month Performance

Quarterly (to 31/03/2018)

year Annual Q1 Q2 Q3 Q4
2018 0.6%
2017 9.4% 0.9% 0.2% 3.6% 4.4%
2016 0.1% -0.1% 0.1% -1.8% 1.8%
2015 6.4% -2.0% 1.0% 5.5% 1.8%
2014 9.3% 0.6% 1.1% 2.0% 5.5%

Are you Ronen Israel?

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