Aqr Managed Financials
| QMHNX Fund | USD 8.27 0.05 0.61% |
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 Managed Fund Summary
Aqr Managed competes with Rational/pier, Maryland Tax-free, Multisector Bond, Ab Global, and Ms Global. The adviser allocates the funds assets among four major asset classes . It gains exposure to asset classes by investing in several hundred futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, commodity futures, forwards and swaps currencies, currency futures and forwards equity index futures, equity swaps and volatility futures bond futures and swaps interest rate futures and swaps and credit default index swaps.Specialization | Systematic Trend, Large |
| Instrument | USA Mutual Fund View All |
| Exchange | NMFQS Exchange |
| ISIN | US00203H4535 |
| Business Address | AQR Funds |
| Mutual Fund Family | AQR Funds |
| Mutual Fund Category | Systematic Trend |
| Benchmark | Dow Jones Industrial |
| Phone | 866 290 2688 |
| Currency | USD - US Dollar |
Aqr Managed Key Financial Ratios
Aqr Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Aqr Managed's current stock value. Our valuation model uses many indicators to compare Aqr Managed value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Aqr Managed competition to find correlations between indicators driving Aqr Managed's intrinsic value. More Info.Aqr Managed Futures is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.12 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Aqr Managed Futures is roughly 8.54 . 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 Managed's earnings, one of the primary drivers of an investment's value.Aqr Managed Futures Systematic Risk
Aqr Managed's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Aqr Managed 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 output start index for this execution was four with a total number of output elements of fifty-seven. The Beta measures systematic risk based on how returns on Aqr Managed Futures correlated with the market. If Beta is less than 0 Aqr Managed generally moves in the opposite direction as compared to the market. If Aqr Managed Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Aqr Managed Futures is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Aqr Managed is generally in the same direction as the market. If Beta > 1 Aqr Managed moves generally in the same direction as, but more than the movement of the benchmark.
Aqr Managed November 27, 2024 Opportunity Range
Along with financial statement analysis, the daily predictive indicators of Aqr Managed help investors to analyze its daily demand and supply, volume, patterns, and price swings to determine the real value of Aqr Managed Futures. We use our internally-developed statistical techniques to arrive at the intrinsic value of Aqr Managed Futures 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 Managed's daily price indicators and compare them against related drivers.
| Downside Deviation | 0.8779 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.21 |
Other Information on Investing in Aqr Mutual Fund
Aqr Managed 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 Managed security.
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |