AQR Capital Management

Clifford S. Asness

Annualized+19.23%
Alpha+5.90%
Total Return+930.03%
Start Date2013-05-30
Years Tracked13y 3m 14d
Top HoldingsTop 5
Max Drawdown36.33%
Recovery Period1y 2m 28d
Sharpe Ratio0.91
Composite RankRank #12Full Ranking
SEC 13F

Simulated from public holdings data by tracking each institution's top five holdings each quarter. For reference only, not investment advice.

Performance

Annual Returns

Latest Holdings

Latest Period2026-Q2Filing Date2026-08-14