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Data Set
The Devil in HML's Details: Factors, Daily
February 29, 2024
We have updated and extended our data set for “The Devil in HML’s Details” (Asness and Frazzini, 2013). We include long/short HML Devil returns for the U.S. and 23 international equity markets updated monthly.
Quick Takes
Top Three Investment Ideas to Consider for 2024
February 26, 2024
We highlight value, alternative trend strategies, and emerging market equities as top three investment ideas to consider for 2024.
AQR and iCapital® Partner to Provide Canadian Investors Access to AQR’s Liquid, Diversifying Alternative Strategies
January 30, 2024
AQR and iCapital, the global fintech platform driving access to alternative investments for the wealth management industry, today announced a strategic partnership enabling qualified accredited Canadian investors to access AQR’s liquid, diversifying alternative strategies.
AQR Earns HRC Equality 100 Award for LGBTQ+ Workplace Inclusion
November 30, 2023
AQR has received a score of 100 on the Human Rights Campaign’s 2023-2024 Corporate Equality Index, earning the distinction of being a 2023 recipient of the “Equality 100 Award: Leader in LGBTQ+ Workplace Inclusion.” This marks the fifth year that the firm has earned a perfect score.
AQR Wins Risk Parity Manager of the Year at Professional Pensions Investment Awards 2023
November 28, 2023
AQR is pleased to have been recognized as “Risk Parity Manager of the Year” at the Professional Pensions Investment Awards 2023 for its AQR Global Risk Premium Strategy.
AQR Wins Two Categories at the With Intelligence HFM Performance Awards
November 8, 2023
AQR came away with two category wins and one “highly commended” recognition at the recently held With Intelligence HFM Performance Awards 2023, which recognize and reward the highest achieving hedge funds, CTAs and funds of hedge funds in the US.
AQR Wins ‘Quantitative Hedge Fund Manager of the Year’ Award from Institutional Investor
May 15, 2023
AQR was awarded “Quantitative Hedge Fund Manager of the Year” at the Institutional Investor 20th Annual Hedge Fund Industry Awards. The awards were presented at a ceremony in New York City on May 11, 2023.
Perspective
Holding Our Breadth
February 6, 2023
Regular readers probably noticed I’ve been talking a lot about value lately. While I’m all for shining the spotlight onto the value dislocation, my colleagues also continue to produce a great breadth of research worth adding to your non-value-reading-list. I preview some of my recent favorites.
Perspective
The Bubble Has Not Popped
January 4, 2023
This post updates our value spread with data through the end of 2022. The fourth quarter of 2022 saw value recover from the bout of temporary insanity that gripped some portion of the market over the summer, but the spread ends 2022 very much still in rarified territory – at the 94th percentile, to be precise. More excitingly for 2023, value’s returns in 2022 were extremely strong, and the spread only moved from roughly the 100th percentile to the 94th, which makes us very optimistic about the prospects of continued normalization in 2023 and beyond.
Perspective
Is Value Just an Interest Rate Bet?
August 11, 2022
It seems obvious to so many that interest rates drive the value trade. After all, growth stocks have much longer-dated cash flows than value stocks and thus should be a “longer duration” asset and move more with longer-term interest rates, right? This is taken as an axiomatic given in countless pundit and press observations. However, it’s not nearly that simple, and mostly it’s just not true.