AQR Capital Management is a leading investment manager at the nexus of economics, behavioral finance, data and technology. It offers a variety of quantitatively driven alternative and traditional investment vehicles to both institutional clients and financial advisors. The firm focuses on research-driven practical insights based on fundamental analysis grounded in economic intuition and firm-wide risk management.
AQR aims to build compelling and repeatable investments that are highly diversified across signals and regions and within a risk-controlled framework. It applies this systematic approach across strategies, catering to the widespread investment needs of its clients.
AQR aims to generate consistent outperformance by systematically applying investment themes across securities. It believes that a multi-factor investment approach, harnessing underlying drivers of performance, will generate excess returns that are uncorrelated to other asset classes as well as traditional fixed income managers.
By investing long and short, and balancing exposure to factors and asset classes, AQR's alternative strategies are built to seek returns in both up and down markets. It offers both absolute return strategies, which target zero exposure to traditional markets, either at all times or on average; and total return strategies, which maintain some exposure to traditional markets.
AQR is committed to helping clients achieve their Environmental, Social, and Governance goals. Its primary objective for considering ESG issues is improving the risk/return trade-off of the clients' investments.
AQR strategies are available in a variety of investment vehicles, from offshore limited partnerships to mutual funds and model portfolios. It also offers tax-aware implementation of some of its strategies, which may help taxable investors better reach their after-tax investment goals.
*AQR – Applied Quantitative Research
*Assets under management: US$143 billion (as of March 31, 2020)