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 for the fund mentioned?

What process did the team follow to achieve the fund's performance?

What components did the team analyze in their investment strategy?

What conclusion did the team reach about value investing?

What was the main challenge the team faced in their investment approach?