Connecting decision makers to a dynamic network of information, people and ideas, Bloomberg quickly and accurately delivers business and financial information, news and insight around the world.Connecting decision makers to a dynamic network of information, people and ideas, Bloomberg quickly and accurately delivers business and financial information, news and insight around the world.AQR Capital Management, LLC operates as an investment management firm. United StatesIs Value Dead? Past performance is not a guarantee of future results. The Firm offers portfolio management, financial planning, and investment advisory services.

View the latest funds and 13F holdings. Some have blamed the interest rate environment for value stocks’ underperformance of growth stocks from 2017 to early 2020, as well as the stretch of lackluster performance for some value factors since Global Financial Crisis. While we do not wish to minimize the successes of this concentrated discretionary style of global macro,2 both today and historically, our research has identified profitable approaches to macro investing that may be more repeatable in the long run. In no event will AQR be responsible for any information or content within the linked sites or your use of the linked sites.You are about to leave AQR.com and are being re-directed to the {siteName}.

The information contained herein is only current as of the date indicated, and may be superseded by subsequent market events or for other reasons. The Firm offers portfolio management, financial planning, and investment advisory services. Yet shorting Japanese government debt in expectation that their ultra-low yields were unlikely to last has ended up as a “widow-maker” trade for hedge funds and other speculators willing to try their luck.In addition, U.S. Treasury yields are “high versus some major parts of the world attempting to discover how negative a government guaranteed bond can yield before savers build private fortresses to store cash,” said Asness. AQR is a global investment management firm dedicated to delivering results for our clients. AQR Capital Management Establishes Office in Germany April 11, 2019 NEWS AQR Capital Management, LLC (“AQR”) today announced the establishment of an office in Frankfurt, Germany. At the nexus of economics, behavioral finance, data and technology, AQR’s evolution over two decades has been a continuous exploration of what drives markets and how it can be applied to client portfolios. He finds no “this time is different” explanation holds water, affirming our belief that the medium-term odds are rather dramatically on value’s side. All rights reserved. Your access to and use of the {siteName} site will be subject to the applicable Terms of Use posted on the site. AQR expects a traditional 60/40 portfolio of U.S. assets to earn just 2.9 percent after inflation over the medium term, compared with a long-term average of 5 percent.“These estimates are mostly higher than they were a year ago, but compared to historical norms, they remain soberingly low,’’ the firm wrote in a research note.In a blogpost on Tuesday, the co-founder of quantitative investing hedge fund The new office reflects AQR’s commitment to enhance its ability to serve German clients and expand its European presence.David G. Kabiller, co-founder and head of Business Development at AQR said: “We are excited to open our Frankfurt office and broaden our footprint in Europe.

AQR Capital Management has announced the establishment of an office in Frankfurt, Germany. About AQR Capital Management AQR is a global investment management firm built at the intersection of financial theory and practical application. Education AQR Capital Management, LLC operates as an investment management firm. AQR’s German team will collaborate closely with its London office to augment AQR’s European presence. AQR Capital Management serves customers worldwide.2 Greenwich Plaza It is being provided merely to provide a framework to assist in the implementation of an investor’s own analysis and an investor’s own view on the topic discussed herein. Diversification does not eliminate the risk of experiencing investment loss. ©2020 AQR Capital Management, LLC. AQR is at the nexus of economics, behavioral finance, data, and technology. MyAQR Track the AUM, funds, and holdings for AQR Capital Management LLC over time. By continuing to browse the site you are agreeing to our use of cookies. The Federal Financial Supervisory Authority (BaFin) has approved AQR to conduct investment business.