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You are here: Manager factsheet

Ronen Israel

AQR Capital Management
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Manager profile
Ronen’s primary focus is on portfolio management and research. He was instrumental in helping to build AQR’s Global Stock Selection group and its initial algorithmic trading capabilities, and now runs the Global Alternative Premia group, which employs various investing styles across asset classes. He has received an Outstanding Article award as part of the 17th Annual Bernstein Fabozzi/Jacobs Levy Awards from The Journal of Portfolio Management in 2015 and the Special Distinction Award as part of the Harry M. Markowitz Prize for the best paper published in the Journal of Investment Management in 2015. He is on the executive board of the University of Pennsylvania’s Jerome Fisher Program in Management and Technology, is an adjunct professor of finance at New York University, has been a guest speaker at Harvard, Columbia, the University of Pennsylvania and the University of Chicago, and is a frequent conference speaker. Prior to AQR, he was a senior analyst at Quantitative Financial Strategies Inc. Ronen earned a B.S. in economics from the Wharton School at the University of Pennsylvania, a B.A.S. in biomedical science from the University of Pennsylvania’s School of Engineering and Applied Science, and an M.A. in mathematics, specializing in mathematical finance, from Columbia.
Total return for Ronen Israel
Discrete calendar year performance : Ronen Israel

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
Ronen Israel 12.1 11.5 - - 1.4 -4.1 0.4 -0.9 14.8 -
Peer Group Composite -0.3 9.2 -0.2 9.0 0.6 2.2 5.8 -0.8 9.0 -
Over / Under 12.4 2.3 - - 0.8 -6.3 -5.4 -0.1 5.8 -
Performance vs peer group composite: Ronen Israel
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
4 years
out of a possible 7
 
Overall markets
Up
Underperformed peer group composite
3 years
out of a possible 7
 
Rising markets
UpDown
Outperformed peer group composite
3 years
out of a possible 5
 
Falling markets
UpDown
Outperformed peer group composite
1 year
out of a possible 2
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
Funds managed previously
Fund Periods
AQR Systematic Fixed Income US High Yield UCITS since Jun 02 2016 to fund close
AQR Global Core Equity UCITS since Dec 02 2014 to fund close
AQR Style Premia Equity Market Neutral UCITS since Feb 01 2017 to Jun 04 2019
News & Research: Related articles sector Sector fund Fund group Group manager Manager
Manager The absolute return funds thriving over three chaotic years By Jonathan Jones  29-Jul-2025
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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