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John M. Liew

John M. Liew

John M. Liew is a founding principal of AQR Capital Management and head of Global Asset Allocation. Prior to co-founding AQR, John worked at Goldman, Sachs & Co as a Vice President and portfolio manager in the Asset Management Division where he developed and managed quantitative strategies to trade stock index futures, bond futures and currencies globally. At Goldman, these strategies were used to manage proprietary capital, a hedge fund, institutional separate accounts and retail mutual funds. Prior to joining Goldman, John worked at Trout Trading Company where he developed and implemented global quantitative market-neutral stock selection strategies. John has published articles on the topics of global asset allocation and stock selection in the Journal of Portfolio Management and the Financial Analysts Journal. John received a PhD in Finance in 1995 and an MBA in 1994 from the University of Chicago Graduate School of Business. John graduated Phi Beta Kappa with a BA in economics from the University of Chicago in 1989.

John M. Liew does not currently have the required track record to be eligible for a Citywire Rating. See methodology

Citywire Rating:

sector performance

Liquid Alternatives - Global Macro

funds managed

fund total return standard deviation max drawdown
AQR Global Macro Fund;I 6.3 % 5.9 -7.6 %
Transamerica Global Multifactor Macro;I2 2.6 % 4.9 -6.7 %

League Table - Rank 54/63 (4th quartile)

rank Manager Return
53 Michelle Borr√© 53. Michelle Borré 5.5%
54 John M. Liew 54. John M. Liew 4.4%
54 David Kupersmith 54. David Kupersmith 4.4%
54 Michael Katz 54. Michael Katz 4.4%
54 Jordan Brooks 54. Jordan Brooks 4.4%
View full league table

Total Return

Month by Month Performance

Quarterly (to 30/09/2018)

year Annual Q1 Q2 Q3 Q4
2018 5.8% 0.8% 2.3%
2017 -3.5% -1.5% -2.8% 1.5% -0.7%
2016 -0.5% -0.3% -2.9% 2.7% 0.0%
2015 4.8% 4.2% -0.8% 1.8% -0.4%
2014 7.3% 3.6% 5.8% -2.2% 0.2%
2013 2.1%

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