Attain Alternatives Blog: Education

22 Mar 2018
apples

What’s wrong with AQR – Part II

Which brings us back to needing to judge performance in relative terms, not just in a vacuum. It’s more than fair to say that AQR’s been in a pretty bad environment for a long volatility type strategy – you know, with all that record low volatility and 105 straight days without a sell-off of more than -1% in the S&P and the like.

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