Aqr Managed Correlations

Mutual Funds . USA . 
Fund . Aqr Managed Futures
QMHNX Fund  USD 8.84  0.05  0.56%   
The current 90-days correlation between Aqr Managed Futures and Transam Short Term Bond is -0.29 (i.e., Very good diversification). The correlation of Aqr Managed is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Aqr Managed Correlation With Market

Very good diversification

The correlation between Aqr Managed Futures and DJI is -0.22 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Aqr Managed Futures and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Aqr Managed Futures. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Moving together with Aqr Mutual Fund

  0.86QLENX Aqr Long ShortPairCorr
  0.86QLEIX Aqr Long ShortPairCorr
  0.86QLERX Aqr Long ShortPairCorr
  1.0QMHIX Aqr Managed FuturesPairCorr
  1.0QMHRX Aqr Managed FuturesPairCorr
  0.89QMNNX Aqr Equity MarketPairCorr
  0.89QMNIX Aqr Equity MarketPairCorr
  0.89QMNRX Aqr Equity MarketPairCorr
  1.0AQMRX Aqr Managed FuturesPairCorr
  1.0AQMNX Aqr Managed FuturesPairCorr
  1.0AQMIX Aqr Managed FuturesPairCorr
  0.61AQRRX Aqr Risk ParityPairCorr
  0.61AQRIX Aqr Risk ParityPairCorr
  0.95QNZIX Aqr Sustainable LongPairCorr
  0.76ARCNX Aqr Risk BalancedPairCorr
  0.76ARCIX Aqr Risk BalancedPairCorr
  0.95QNZRX Aqr Sustainable LongPairCorr
  0.95QNZNX Aqr Sustainable LongPairCorr
  0.76QRCRX Aqr Risk BalancedPairCorr
  0.63ADANX Aqr Diversified ArbitragePairCorr
  0.64ADAIX Aqr Diversified ArbitragePairCorr
  0.79QRPRX Aqr Alternative RiskPairCorr
  0.78QRPNX Aqr Alternative RiskPairCorr
  0.79QRPIX Aqr Alternative RiskPairCorr

Moving against Aqr Mutual Fund

  0.65AMONX Aqr Large CapPairCorr
  0.65QMORX Aqr Large CapPairCorr
  0.64AMOMX Aqr Large CapPairCorr
  0.5AQGNX Aqr Global EquityPairCorr
  0.49AQGRX Aqr Global EquityPairCorr
  0.76ASMOX Aqr Small CapPairCorr
  0.76ASMNX Aqr Small CapPairCorr
  0.74AUEIX Aqr Large CapPairCorr
  0.74AUENX Aqr Large CapPairCorr
  0.49AQGIX Aqr Global EquityPairCorr
  0.76QSMRX Aqr Small CapPairCorr
  0.73QSERX Aqr Small CapPairCorr
  0.73QSMLX Aqr Small CapPairCorr
  0.73QSMNX Aqr Small CapPairCorr
  0.68QCERX Aqr Large CapPairCorr
  0.68QCELX Aqr Large CapPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Aqr Mutual Fund performing well and Aqr Managed Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Aqr Managed's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

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