AQR Capital Management — the $179B quantitative powerhouse led by billionaire Cliff Asness — is heading into year-end with robust double-digit performance across multiple flagship strategies, according to sources familiar with the results.
🔹 November & YTD Performance Highlights
- Apex Multi-Strategy Fund:
• +0.4% in November (flat month)
• +16.2% YTD - AQR Delphi Long-Short Equity:
• +3.1% in November
• +16.4% YTD - Managed Futures Full Volatility:
• –0.4% in November
• +19.2% YTD - Helix Strategy (hard-to-access trend markets):
• +0.7% in November
• +13.7% YTD
🔍 Outperformance vs. Systematic Peers
AQR’s results significantly outperform the broader universe of systematic trend-following hedge funds.
Societe Generale’s CTA Trend Index is up only 0.31% YTD through Nov. 28 — highlighting AQR’s strong relative positioning in a challenging trend environment.
All reported returns are net of fees.