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You are here: Manager factsheet

John Liew

AQR Capital Management
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Manager profile
John, a co-founder of AQR, heads the Global Asset Allocation team, overseeing the research, portfolio management and trading associated with that strategy. Prior to AQR, he worked at Goldman, Sachs & Co. as a portfolio manager in the Asset Management Division where he developed and managed quantitative trading strategies. He began his career at Trout Trading, developing quantitative market-neutral stock-selection strategies. John has published articles in The Journal of Portfolio Management and Financial Analysts Journal, and has received the Bernstein Fabozzi/Jacobs Levy award and the Graham and Dodd award for his articles. John is a member of the University of Chicago’s Board of Trustees and sits on the university’s investment committee. He earned a B.A. in economics, an M.B.A. and a Ph.D. in finance from Chicago.
Total return for John Liew
Discrete calendar year performance : John Liew

Manager career performance
Discrete performance
  0-12m 12-24m 24-36m 36-48m 48-60m 60-72m 72-84m 84-96m 96-108m 108-120m
John Liew 3.0 -1.3 8.6 2.7 - -1.5 -1.4 - - -20.2
Peer Group Composite 3.2 -1.5 3.7 21.3 2.8 6.5 -1.5 16.0 30.4 -12.7
Over / Under -0.2 0.2 4.9 -18.6 - -8.0 0.1 - - -7.5
Performance vs peer group composite: John Liew
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
Up
Outperformed peer group composite
3 years
out of a possible 7
 
Overall markets
Up
Underperformed peer group composite
4 years
out of a possible 7
 
Rising markets
UpDown
Outperformed peer group composite
1 year
out of a possible 4
 
Falling markets
UpDown
Outperformed peer group composite
2 years
out of a possible 3
Funds currently managed
Fund Sole/Co-managed Sector Periods
AQR Global Risk Parity UCITS Co-managed IA Volatility Managed since Aug 30 2012 to present
AQR Managed Futures UCITS Co-managed IA Targeted Absolute Return since Oct 01 2014 to present
Funds managed previously
Fund Periods
AQR Emerging Equities UCITS since Dec 13 2013 to fund close
AQR Global Core Equity UCITS since Dec 02 2014 to fund close
Data provided by FE fundinfo. Care has been taken to ensure that the information is correct, but FE fundinfo neither warrants, represents nor guarantees the contents of information, nor does it accept any responsibility for errors, inaccuracies, omissions or any inconsistencies herein. Past performance does not predict future performance, it should not be the main or sole reason for making an investment decision. The value of investments and any income from them can fall as well as rise.

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