Andrea Frazzini

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Manager factsheet

Andrea Frazzini
AQR Capital Management
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Manager profile

Andrea is a Principal on AQR’s Global Stock Selection team, focusing on research and portfolio management of the Firm’s Long/Short and Long-Only equity strategies. He is also an Adjunct Professor of Finance at New York University’s Stern School of Business. He has published in top academic journals and won several awards for his research, including the Smith Breeden Award, the Fama-DFA award, the BGI best paper award, several Bernstein Fabozzi/Jacobs Levy Awards, and the PanAgora Crowell Memorial Prize. Prior to AQR, Andrea was an associate professor of finance at the University of Chicago’s Graduate School of Business and a Research Associate at the National Bureau of Economic Research. He also served as a consultant for DKR Capital Partners and J.P. Morgan Securities and on the board of directors of the Center for Research in Security Prices at the University of Chicago. He earned a B.S. in economics from the University of Roma Tre, an M.S. in economics from the London School of Economics and a Ph.D. in economics from Yale University.

FOLLOW ON FUNDSWIRE

Annualised total return over 11.9 years

+2.3%

Cumulative performance (% growth)

	1 year	3 years	5 years	7 years	10 years
Andrea Frazzini	12.1	-	24.4	13.9	23.8
Peer Group Composite	-0.3	13.7	26.5	37.4	75.4
Over / Under	12.4	-	-2.1	-23.5	-51.6

Total return for Andrea Frazzini

Discrete calendar year performance : Andrea Frazzini

Discrete performance

	0-12m	12-24m	24-36m	36-48m	48-60m	60-72m	72-84m	84-96m	96-108m	108-120m

Andrea Frazzini	12.1	11.0	-	-	-	-11.8	3.3	4.7	23.4	-1.0
Peer Group Composite	-0.3	8.6	5.0	0.3	10.9	3.3	5.1	5.2	20.6	0.6
Over / Under	12.4	2.4	-	-	-	-15.1	-1.8	-0.5	2.8	-1.6

Performance vs peer group composite: Andrea Frazzini

How a manager matches up against their peers gives you some idea of how talented they are. Very few managers perform equally well in rising and falling markets, so knowing which type of market a manager is capable of performing well within is also important.

Overall markets

Outperformed peer group composite

3 years

out of a possible 7

Overall markets

Underperformed peer group composite

4 years

out of a possible 7

Rising markets

Outperformed peer group composite

2 years

out of a possible 6

Falling markets

Outperformed peer group composite

1 year

out of a possible 1

Funds currently managed

Fund	Sole/Co-managed	Sector	Periods

AQR Style Premia UCITS	Co-managed	IA Targeted Absolute Return	since Oct 01 2014 to present
AQR Style Premia Global Equity UCITS	Co-managed	IA Global	since Nov 24 2015 to present
AQR Adaptive Equity Market Neutral UCITS	Co-managed	FO Hedge/Stru Prod - Equity	since Jun 03 2024 to present

Funds managed previously

Fund	Periods

AQR Sustainable Delphi Global Equities UCITS	since Sep 04 2013 to fund close
AQR Emerging Equities UCITS	since Dec 13 2013 to fund close
AQR Global Defensive Equity UCITS	since Dec 02 2014 to fund close
AQR Global Core Equity UCITS	since Dec 02 2014 to fund close
AQR Global Enhanced Equity UCITS	since Jan 15 2016 to Jan 23 2019
AQR Style Premia Equity Market Neutral UCITS	since Feb 01 2017 to Jun 04 2019
AQR U.S. Relaxed Constraint Equity UCITS	since Dec 19 2017 to fund close