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Ronen Israel

Ronen Israel

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: 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 Small Cap Momentum Style Fund;I 59.3 % 13.1 -15.3 %
AQR TM Small Cap Momentum Style;I 58.2 % 12.9 -14.6 %

League Table - Rank 136/180 (4th quartile)

rank Manager Return
134 David J. Elliott 134. David J. Elliott 59.8%
135 Steven Angeli 135. Steven Angeli 59.7%
136 Andrea Frazzini 136. Andrea Frazzini 58.7%
136 Ronen Israel 136. Ronen Israel 58.7%
136 Jacques Friedman 136. Jacques Friedman 58.7%
136 Clifford S. Asness 136. Clifford S. Asness 58.7%
View full league table

Total Return

Month by Month Performance

Quarterly (to 30/09/2018)

year Annual Q1 Q2 Q3 Q4
2018 1.5% 8.2% 5.1%
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 8.5%

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