Aqr Sustainable Long Short Fund Manager Performance Evaluation
| QNZRX Fund | USD 15.52 0.15 0.98% |
The fund shows a Beta (market volatility) of 0.0546, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Sustainable's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Sustainable is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr Sustainable Long Short are ranked lower than 11 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Aqr Sustainable may actually be approaching a critical reversion point that can send shares even higher in January 2025.
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Aqr Sustainable Relative Risk vs. Return Landscape
If you would invest 1,438 in Aqr Sustainable Long Short on September 12, 2024 and sell it today you would earn a total of 99.00 from holding Aqr Sustainable Long Short or generate 6.88% return on investment over 90 days. Aqr Sustainable Long Short is currently producing 0.1067% returns and takes up 0.7308% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Aqr, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Aqr Sustainable Current Valuation
Fairly Valued
Today
Please note that Aqr Sustainable's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Aqr Sustainable Long shows a prevailing Real Value of $15.4 per share. The current price of the fund is $15.52. We determine the value of Aqr Sustainable Long from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Aqr Sustainable is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Sustainable's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 15.52 | Real 15.4 | Hype 15.37 | Naive 15.49 |
The intrinsic value of Aqr Sustainable's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Aqr Sustainable's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Aqr Sustainable Long Short helps investors to forecast how Aqr mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Aqr Sustainable more accurately as focusing exclusively on Aqr Sustainable's fundamentals will not take into account other important factors: Aqr Sustainable Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Sustainable's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Sustainable Long Short, and traders can use it to determine the average amount a Aqr Sustainable's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.146
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
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| Cash | QNZRX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.73 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Aqr Sustainable is performing at about 11% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Aqr Sustainable by adding it to a well-diversified portfolio.
Aqr Sustainable Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Sustainable, and Aqr Sustainable fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Aqr Mutual Fund performance.
| Total Asset | 24.23 M | ||||
About Aqr Sustainable Performance
Evaluating Aqr Sustainable's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Sustainable has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Aqr Sustainable has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund pursues its investment objective by allocating assets among four major asset classes . The fund may either invest directly in the Instruments or indirectly by investing in the subsidiary that invests in the Instruments.Things to note about Aqr Sustainable Long performance evaluation
Checking the ongoing alerts about Aqr Sustainable for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Sustainable Long help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund maintains all of the assets in different exotic instruments |
- Analyzing Aqr Sustainable's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Aqr Sustainable's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Sustainable's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Aqr Sustainable's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Sustainable's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Sustainable's mutual fund. These opinions can provide insight into Aqr Sustainable's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Sustainable 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 Sustainable security.
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