Strategies that provide pure implementations of individual styles, such as defensive, momentum and value.

These strategies harness the diversification and potential return benefits of investing in multiple well-known styles in an integrated fashion. 

These strategies seek to provide consistent excess returns over common benchmarks. They combine established signals backed by academic evidence with proprietary signals based on rigorous research.

Strategies that build on Enhanced, but broaden the implementation universe through use of limited shorting in a 130/30 context while remaining beta-1 products.

These strategies differentiate by recognizing the inherent risks and opportunities that come with global equity investing. They pair our Enhanced Strategy alongside dedicated country and currency models for integrated alpha opportunities.

A market neutral credit strategy that seeks to deliver positive absolute returns with low correlations to traditional equity and credit markets. It does this by investing both long and short in a diversified portfolio of corporate credit and equity.

Seeks excess returns through country, maturity, and currency selection across hard currency and local currency markets. While the strategy includes local currency investments, it takes no beta to local currency debt, engages in no overall duration or spread timing, and targets a beta of one to its hard currency benchmark.

Seeks excess returns through country, maturity, credit, and currency selection. The strategy targets the credit and duration profile of the benchmark and so does not seek to engage in duration timing or sector selection. 

This strategy seeks excess returns through country, maturity, and currency selection. It engages in minimal duration timing.

Investment themes in this strategy are primarily expressed by within-industry security selection. It does not seek to engage in duration or credit timing.

Seeks to outperform a core or long duration corporate benchmark. Our investment themes are primarily expressed by within-industry security selection. The strategy does not seek to engage in duration or credit timing.

Strategy that seeks excess returns through country, maturity, credit, and currency selection. Out-of-benchmark sectors are strictly used to increase security selection breadth, while still targeting the credit and duration profile of the benchmark, and so does not seek to engage in duration timing or sector selection.

Provides exposure to highly diversified portfolios, aggregating nearly all of AQR’s strategies in a multi-strategy format.

We offer convertible, merger and event-driven arbitrage strategies, or a diversified portfolio combining these strategies.

Seeks positive absolute returns by investing both long and short in a diversified portfolio of credit instruments. 

Employs a multi-factor, market-neutral investment process based on AQR’s broadest global stock selection capabilities.

Invests in major asset classes based on prices and macroeconomic fundamentals, using a variety of quantitative and qualitative inputs.

Seeks to efficiently capture a diversified set of classic hedge fund styles and deliver them to investors in a transparent and liquid vehicle.

A diversified strategy that seeks to take advantage of price trends in global asset classes.

Identifies securities that show extreme undervaluation based on both our quantitative models, as well as a thorough qualitative review.

Seeks to provide an inflation-hedging, positive real return through a diverse mix of strategies and assets.

Seeks to harvest the return premia from well-known factors such as value, momentum, carry and defensive across asset classes and geographies.

Seeks to deliver particular alternative strategies with a focus on being tax-efficient and potentially tax-beneficial across an investor's entire portfolio.

Invests on the volatility risk premium and can be applied as either a standalone strategy, a buy-write, or to enhance traditional equities.

Offers a wide range of return sources including market risk premia, alternative risk premia, and alpha, with less of the reliance on rising prices for traditional assets that traditional diversified growth strategies can have.

Employs our multi-factor investment process based on AQR’s broadest global stock selection capabilities, while maintaining a consistent net long exposure to the market.

Invests across global asset classes by risk allocation as opposed to capital, seeking to build a portfolio that is both broadly diversified, but not overly reliant on any single asset class.

Offers a diversified approach to alternatives investing, seeking to provide broad exposure to several different AQR strategies at the same time.