AQR Returned More Than 43% in 2022 by Sticking to Its Processes: Asness

The video discusses a fund's impressive 40% annualized return, achieved through consistent investment strategies such as value investing, trend following, and quality investing. Despite market challenges from 2018 to 2020, the team remained committed to their process, believing in the eventual success of value investing. Their discipline paid off significantly in the last two years.

What was the annualized rate of return achieved by the fund?

• 30%

• 40%

• 50%

• 60%

Which of the following is NOT part of the investment process mentioned?

• Cryptocurrency trading

• Value investing

• Trend following

• Quality investing

What did the speaker say about the momentum from 2018 through 2020?

• It was consistently strong

• It was irrelevant

• It suffered a lot

• It was unpredictable

What was the speaker's conclusion about the future of value investing?

• It is too risky

• It will work again

• It will never work again

• It is outdated

What was the key action that led to the fund's success in the last two years?

• Sticking with the process

• Investing in new markets

• Changing the investment strategy

• Reducing investments