



By Nell Mackenzie
(Reuters) - Investment management firm AQR's Absolute Return Strategy in 2022 saw its best year since its inception since 1998, a source with knowledge of the matter said on Friday.
The $100 billion firm AQR reaped top performances from several of its strategies, taking advantage of strong trends across futures and markets moved by macro-economic factors, added the source, who did not want to be named discussing performance.
Global equities saw some $14 trillion wiped off their value last year, while nearly 300 interest rate hikes and a trio of 10%-plus rallies exacerbated market volatility.
AQR's Absolute Return Strategy, a multi-strategy fund, returned 43.5% last year net of fees, the source said. It benefited from careful portfolio selection, the source said.
Its Equity Market Neutral Global Value and its Global Macro strategies both posted record years at 44.7% and 42.0% net of fees. Its Alternative Trend Strategy also had its best year ever, with a 48.9% net of fees, the source added.
An index by Hedge Fund Research (HFR), which tracks the performance of the biggest global hedge fund performances, posted a year to date decline of 2.78% through November 2022, whereas a larger index tracking the total industry fell by 3.87% to the end of November 2022.
AQR is an investment firm that has hedge fund strategies but also includes long-only and mutual funds.
Trend strategies would continue to succeed for AQR during sustained downturns and persistent macro volatility, the source told Reuters.
AQR founder Cliff Asness meanwhile published a blog this week, titled "The Bubble Has Not Popped", which referred to his writing in 2001 about expensive stock market valuations.
"Like in 2022, there's sure to be nasty reversals along the way, but as Wile E. Coyote always finds out, gravity is inescapable," Asness wrote in the blog post.
EUR/USD
1.0570
+0.0011 (+0.10%)
Summary
↑ SellMoving Avg:
Buy (2)
Sell (10)
Indicators:
Buy (0)
Sell (8)
EUR/USD
1.0570
+0.0011 (+0.10%)
Summary
↑ SellMoving Avg:
Buy (2)
Sell (10)
Indicators:
Buy (0)
Sell (8)
GBP/USD
1.2200
+0.0003 (+0.03%)
Summary
SellMoving Avg:
Buy (6)
Sell (6)
Indicators:
Buy (2)
Sell (6)
USD/JPY
149.43
+0.14 (+0.10%)
Summary
BuyMoving Avg:
Buy (9)
Sell (3)
Indicators:
Buy (3)
Sell (2)
AUD/USD
0.6432
+0.0009 (+0.15%)
Summary
↑ BuyMoving Avg:
Buy (10)
Sell (2)
Indicators:
Buy (4)
Sell (1)
USD/CAD
1.3582
+0.0095 (+0.71%)
Summary
NeutralMoving Avg:
Buy (7)
Sell (5)
Indicators:
Buy (3)
Sell (5)
EUR/JPY
157.94
+0.19 (+0.12%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (1)
Sell (6)
EUR/CHF
0.9676
+0.0009 (+0.09%)
Summary
↑ SellMoving Avg:
Buy (4)
Sell (8)
Indicators:
Buy (1)
Sell (8)
Gold Futures
1,865.00
-13.60 (-0.72%)
Summary
↑ BuyMoving Avg:
Buy (8)
Sell (4)
Indicators:
Buy (7)
Sell (1)
Silver Futures
22.380
-0.361 (-1.59%)
Summary
NeutralMoving Avg:
Buy (5)
Sell (7)
Indicators:
Buy (8)
Sell (1)
Copper Futures
3.7317
+0.0237 (+0.64%)
Summary
↑ BuyMoving Avg:
Buy (11)
Sell (1)
Indicators:
Buy (5)
Sell (1)
Crude Oil WTI Futures
90.91
-0.80 (-0.87%)
Summary
NeutralMoving Avg:
Buy (6)
Sell (6)
Indicators:
Buy (5)
Sell (3)
Brent Oil Futures
92.29
-0.81 (-0.87%)
Summary
↑ BuyMoving Avg:
Buy (10)
Sell (2)
Indicators:
Buy (5)
Sell (2)
Natural Gas Futures
2.936
-0.009 (-0.31%)
Summary
↑ SellMoving Avg:
Buy (4)
Sell (8)
Indicators:
Buy (1)
Sell (8)
US Coffee C Futures
145.23
-1.97 (-1.34%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (0)
Sell (9)
Euro Stoxx 50
4,173.35
+11.79 (+0.28%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (0)
Sell (9)
S&P 500
4,288.06
-11.64 (-0.27%)
Summary
↑ SellMoving Avg:
Buy (4)
Sell (8)
Indicators:
Buy (1)
Sell (7)
DAX
15,386.58
+63.08 (+0.41%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (0)
Sell (8)
FTSE 100
7,608.08
+6.23 (+0.08%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (0)
Sell (9)
Hang Seng
17,822.00
+471.00 (+2.71%)
Summary
BuyMoving Avg:
Buy (8)
Sell (4)
Indicators:
Buy (3)
Sell (2)
US Small Cap 2000
1,781.00
-13.31 (-0.74%)
Summary
↑ SellMoving Avg:
Buy (1)
Sell (11)
Indicators:
Buy (2)
Sell (7)
IBEX 35
9,428.00
+1.20 (+0.01%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (0)
Sell (10)
BASF SE NA O.N.
42.950
+0.305 (+0.72%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (2)
Sell (7)
Bayer AG NA
45.45
+0.10 (+0.22%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (2)
Sell (5)
Allianz SE VNA O.N.
225.70
-2.85 (-1.25%)
Summary
SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (4)
Sell (4)
Adidas AG
166.62
+9.76 (+6.22%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (0)
Sell (7)
Deutsche Lufthansa AG
7.506
-0.023 (-0.31%)
Summary
NeutralMoving Avg:
Buy (1)
Sell (11)
Indicators:
Buy (5)
Sell (1)
Siemens AG Class N
135.66
+0.08 (+0.06%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (2)
Sell (5)
Deutsche Bank AG
10.450
+0.068 (+0.65%)
Summary
↑ SellMoving Avg:
Buy (0)
Sell (12)
Indicators:
Buy (2)
Sell (6)
EUR/USD | 1.0570 | ↑ Sell | |||
GBP/USD | 1.2200 | Sell | |||
USD/JPY | 149.43 | Buy | |||
AUD/USD | 0.6432 | ↑ Buy | |||
USD/CAD | 1.3582 | Neutral | |||
EUR/JPY | 157.94 | ↑ Sell | |||
EUR/CHF | 0.9676 | ↑ Sell |
Gold | 1,865.00 | ↑ Buy | |||
Silver | 22.380 | Neutral | |||
Copper | 3.7317 | ↑ Buy | |||
Crude Oil WTI | 90.91 | Neutral | |||
Brent Oil | 92.29 | ↑ Buy | |||
Natural Gas | 2.936 | ↑ Sell | |||
US Coffee C | 145.23 | ↑ Sell |
Euro Stoxx 50 | 4,173.35 | ↑ Sell | |||
S&P 500 | 4,288.06 | ↑ Sell | |||
DAX | 15,386.58 | ↑ Sell | |||
FTSE 100 | 7,608.08 | ↑ Sell | |||
Hang Seng | 17,822.00 | Buy | |||
Small Cap 2000 | 1,781.00 | ↑ Sell | |||
IBEX 35 | 9,428.00 | ↑ Sell |
BASF | 42.950 | ↑ Sell | |||
Bayer | 45.45 | ↑ Sell | |||
Allianz | 225.70 | Sell | |||
Adidas | 166.62 | ↑ Sell | |||
Lufthansa | 7.506 | Neutral | |||
Siemens AG | 135.66 | ↑ Sell | |||
Deutsche Bank AG | 10.450 | ↑ Sell |
Mua/Bán 1 chỉ SJC # So hôm qua # Chênh TG | |
---|---|
SJC Eximbank | 6,830/ 6,880 (0/ 0) # 1,361 |
SJC HCM | 6,820/ 6,890 (0/ 0) # 1,372 |
SJC Hanoi | 6,820/ 6,892 (0/ 0) # 1,374 |
SJC Danang | 6,820/ 6,892 (0/ 0) # 1,374 |
SJC Nhatrang | 6,820/ 6,892 (0/ 0) # 1,374 |
SJC Cantho | 6,820/ 6,892 (0/ 0) # 1,374 |
Cập nhật 30-09-2023 03:19:03 | |
Xem lịch sử giá vàng SJC: nhấn đây! |
ↀ Giá vàng thế giới | ||
---|---|---|
$1,848.18 | -18.56 | -0.99% |
ʘ Giá bán lẻ xăng dầu | ||
---|---|---|
Sản phẩm | Vùng 1 | Vùng 2 |
RON 95-V | 26.270 | 26.790 |
RON 95-III | 25.740 | 26.250 |
E5 RON 92-II | 24.190 | 24.670 |
DO 0.05S | 23.590 | 24.060 |
DO 0,001S-V | 24.450 | 24.930 |
Dầu hỏa 2-K | 23.810 | 24.280 |
ↂ Giá dầu thô thế giới | |||
---|---|---|---|
WTI | $90.04 | +8.03 | 0.10% |
Brent | $92.05 | +6.39 | 0.07% |
$ Tỷ giá Vietcombank | ||
---|---|---|
Ngoại tệ | Mua vào | Bán ra |
USD | 24.090,00 | 24.460,00 |
EUR | 25.089,27 | 26.466,85 |
GBP | 28.963,54 | 30.196,84 |
JPY | 158,64 | 167,93 |
KRW | 15,63 | 19,04 |
Cập nhật lúc 18:53:44 29/09/2023 Xem bảng tỷ giá hối đoái |