Aqr Diversified Financials
| ADANX Fund | USD 12.15 0.02 0.16% |
Aqr |
Please note that you must use caution to infer results of funds future performance. Investment returns and principal value will fluctuate so that investors' shares, when sold, may be worth more or less than their original cost.
Aqr Diversified Fund Summary
Aqr Diversified competes with Enhanced, William Blair, Old Westbury, Quantitative, and Aqr Large. The fund seeks to outperform, after expenses, the ICE BofA US 3-Month Treasury Bill Index while seeking to control its tracking risk relative to this benchmark. It invests in a diversified portfolio of instruments, including equities, convertible securities, debt securities, loans, rights, warrants, options, swaps, futures contracts, forwards or other types of derivative instruments.Specialization | Relative Value Arbitrage, Large |
| Instrument | USA Mutual Fund View All |
| Exchange | NMFQS Exchange |
| ISIN | US00203H1077 |
| Business Address | AQR Funds |
| Mutual Fund Family | AQR Funds |
| Mutual Fund Category | Relative Value Arbitrage |
| Benchmark | Dow Jones Industrial |
| Phone | 866 290 2688 |
| Currency | USD - US Dollar |
Aqr Diversified Key Financial Ratios
Aqr Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Aqr Diversified's current stock value. Our valuation model uses many indicators to compare Aqr Diversified value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Aqr Diversified competition to find correlations between indicators driving Aqr Diversified's intrinsic value. More Info.Aqr Diversified Arbitrage is the top fund in price to earning among similar funds. It also is the top fund in price to book among similar funds fabricating about 0.10 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Aqr Diversified Arbitrage is roughly 10.19 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Aqr Diversified's earnings, one of the primary drivers of an investment's value.Aqr Diversified Arbitrage Systematic Risk
Aqr Diversified's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Aqr Diversified volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.
The function did not generate any output. Please change time horizon or modify your input parameters. The output start index for this execution was one with a total number of output elements of sixty. The Beta measures systematic risk based on how returns on Aqr Diversified Arbitrage correlated with the market. If Beta is less than 0 Aqr Diversified generally moves in the opposite direction as compared to the market. If Aqr Diversified Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Aqr Diversified Arbitrage is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Aqr Diversified is generally in the same direction as the market. If Beta > 1 Aqr Diversified moves generally in the same direction as, but more than the movement of the benchmark.
Aqr Diversified November 26, 2024 Opportunity Range
Along with financial statement analysis, the daily predictive indicators of Aqr Diversified help investors to analyze its daily demand and supply, volume, patterns, and price swings to determine the real value of Aqr Diversified Arbitrage. We use our internally-developed statistical techniques to arrive at the intrinsic value of Aqr Diversified Arbitrage based on widely used predictive technical indicators. In general, we focus on analyzing Aqr Mutual Fund price patterns and their correlations with different microeconomic environment and drivers. We also apply predictive analytics to build Aqr Diversified's daily price indicators and compare them against related drivers.
| Information Ratio | (0.98) | |||
| Maximum Drawdown | 0.7352 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.1635 |
Other Information on Investing in Aqr Mutual Fund
Aqr Diversified financial ratios help investors to determine whether Aqr Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Aqr with respect to the benefits of owning Aqr Diversified security.
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