Please see terms and conditions for restrictions on use of Citywire's Fund Manager database.

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

  • O
  • N
  • D

2015

  • J
  • F
  • M
  • A
  • M
  • J
  • J
  • A
  • S
  • O
  • N
  • D

2016

  • J
  • F
  • M
  • A
  • M
  • J
  • J
  • A
  • S
  • O
  • N
  • D

2017

  • J
  • F
  • M
  • A
  • M
  • J
  • J
  • A
  • S
  • O
  • N
  • D

2018

  • J
  • F
  • M
  • A
  • M
  • J
  • J
  • A
  • S
  • O
  • N

sector performance

funds managed

fund total return standard deviation max drawdown
AQR TM Large Cap Momentum Style Fund;I 33.7 % 10.9 -10.2 %

League Table - Rank 114/156 (3rd quartile)

rank Manager Return
112 Frank M. Sands Jr 112. Frank M. Sands Jr 33.9%
112 A. Michael Sramek 112. A. Michael Sramek 33.9%
114 Ronen Israel 114. Ronen Israel 33.7%
114 Andrea Frazzini 114. Andrea Frazzini 33.7%
114 Jacques Friedman 114. Jacques Friedman 33.7%
114 Clifford S. Asness 114. Clifford S. Asness 33.7%
View full league table

Total Return

Month by Month Performance

Quarterly (to 30/09/2018)

year Annual Q1 Q2 Q3 Q4
2018 2.8% 4.0% 8.5%
2017 23.8% 5.6% 2.9% 5.9% 7.6%
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%

Are you Clifford S. Asness?

We are constantly updating our comprehensive database of fund managers and their career history. If you are (or represent) Clifford S. Asness and would like to update or provide biographical information for this factsheet please email manager-research@citywire.co.uk