Aqr Alternative Risk Fund Manager Performance Evaluation
| QRPRX Fund | USD 11.42 0.08 0.70% |
The fund shows a Beta (market volatility) of 0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aqr Alternative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Alternative is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Aqr Alternative Risk has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Aqr Alternative is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 4.6700 |
Aqr |
Aqr Alternative Relative Risk vs. Return Landscape
If you would invest 1,149 in Aqr Alternative Risk on August 31, 2024 and sell it today you would lose (7.00) from holding Aqr Alternative Risk or give up 0.61% of portfolio value over 90 days. Aqr Alternative Risk is currently producing negative expected returns and takes up 0.5682% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Aqr, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Aqr Alternative Current Valuation
Undervalued
Today
Please note that Aqr Alternative's price fluctuation is out of control at this time. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. Aqr Alternative Risk prevailing Real Value cannot be determined due to lack of data. The current price of Aqr Alternative Risk is $11.42. We determine the value of Aqr Alternative Risk 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 Alternative is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Alternative'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 11.42 | Real 0.0 | Hype 0.0 | Naive 11.36 |
The intrinsic value of Aqr Alternative'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 Alternative'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 Alternative Risk 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 Alternative more accurately as focusing exclusively on Aqr Alternative's fundamentals will not take into account other important factors: Aqr Alternative Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Alternative's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Alternative Risk, and traders can use it to determine the average amount a Aqr Alternative'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 = -0.0143
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | QRPRX |
Estimated Market Risk
| 0.57 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Aqr Alternative is not performing at its full potential. However, 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 Alternative by adding Aqr Alternative to a well-diversified portfolio.
Aqr Alternative Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Alternative, and Aqr Alternative 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 | 139.31 M | ||||
About Aqr Alternative Performance
Evaluating Aqr Alternative's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Alternative 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 Alternative 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 advisor pursues the funds investment objective by aiming to provide exposure to five separate investment styles value, momentum, carry, defensive and trend using both long and short positions within the following asset groups stocks, equity indices, bonds, interest rates, currencies and commodities. The fund will achieve its exposure to any of the Asset Groups by using derivatives or holding those assets directly. It will also use derivatives for hedging purposes.Things to note about Aqr Alternative Risk performance evaluation
Checking the ongoing alerts about Aqr Alternative for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Alternative Risk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Aqr Alternative Risk generated a negative expected return over the last 90 days | |
| The fund maintains about 24.68% of its assets in bonds |
- Analyzing Aqr Alternative'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 Alternative's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Alternative'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 Alternative's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Alternative's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Alternative's mutual fund. These opinions can provide insight into Aqr Alternative's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Alternative 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 Alternative security.
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