Aqr Diversified Arbitrage Fund Net Income
| ADAIX Fund | USD 12.93 0.03 0.23% |
As of the 4th of February, Aqr Diversified shows the Risk Adjusted Performance of 0.1437, coefficient of variation of 346.94, and Mean Deviation of 0.0786. Aqr Diversified Arbitrage technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Aqr Diversified's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Aqr Diversified's valuation are provided below:Aqr Diversified Arbitrage does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Aqr |
Aqr Diversified 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Aqr Diversified's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Aqr Diversified.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Aqr Diversified on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr Diversified Arbitrage or generate 0.0% return on investment in Aqr Diversified over 90 days. Aqr Diversified is related to or competes with Aqr Managed, Pimco Inflation, Jpmorgan Intrepid, Nasdaq-100 Fund, Fidelity Zero, Aqr Large, and Northern Mid. The fund seeks to outperform, after expenses, the ICE BofA US 3-Month Treasury Bill Index while seeking to control its t... More
Aqr Diversified Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Aqr Diversified's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Aqr Diversified Arbitrage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0994 | |||
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 0.3916 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.1569 |
Aqr Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Diversified's standard deviation. In reality, there are many statistical measures that can use Aqr Diversified historical prices to predict the future Aqr Diversified's volatility.| Risk Adjusted Performance | 0.1437 | |||
| Jensen Alpha | 0.0163 | |||
| Total Risk Alpha | 0.0117 | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.8764 |
Aqr Diversified February 4, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1437 | |||
| Market Risk Adjusted Performance | 0.8864 | |||
| Mean Deviation | 0.0786 | |||
| Downside Deviation | 0.0994 | |||
| Coefficient Of Variation | 346.94 | |||
| Standard Deviation | 0.0943 | |||
| Variance | 0.0089 | |||
| Information Ratio | (0.27) | |||
| Jensen Alpha | 0.0163 | |||
| Total Risk Alpha | 0.0117 | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.8764 | |||
| Maximum Drawdown | 0.3916 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.1569 | |||
| Downside Variance | 0.0099 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.12) | |||
| Skewness | 0.1524 | |||
| Kurtosis | (0.61) |
Aqr Diversified Arbitrage Backtested Returns
At this stage we consider Aqr Mutual Fund to be very steady. Aqr Diversified Arbitrage secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the fund had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Aqr Diversified Arbitrage, which you can use to evaluate the volatility of the entity. Please confirm Aqr Diversified's Risk Adjusted Performance of 0.1437, coefficient of variation of 346.94, and Mean Deviation of 0.0786 to double-check if the risk estimate we provide is consistent with the expected return of 0.0243%. The fund shows a Beta (market volatility) of 0.0196, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Diversified is expected to be smaller as well.
Auto-correlation | 0.51 |
Modest predictability
Aqr Diversified Arbitrage has modest predictability. Overlapping area represents the amount of predictability between Aqr Diversified time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aqr Diversified Arbitrage price movement. The serial correlation of 0.51 indicates that about 51.0% of current Aqr Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Aqr Diversified Arbitrage reported net income of 0.0. This indicator is about the same for the AQR Funds average (which is currently at 0.0) family and about the same as Relative Value Arbitrage (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
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.Fund Asset Allocation for Aqr Diversified
The fund invests 47.98% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (13.37%) , cash (7.32%) and various exotic instruments.Asset allocation divides Aqr Diversified's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Aqr Fundamentals
| Price To Earning | 20.89 X | ||||
| Price To Book | 2.05 X | ||||
| Price To Sales | 1.20 X | ||||
| Total Asset | 1.11 B | ||||
| Annual Yield | 0.02 % | ||||
| Year To Date Return | 0.94 % | ||||
| One Year Return | 8.59 % | ||||
| Three Year Return | 5.13 % | ||||
| Five Year Return | 2.55 % | ||||
| Ten Year Return | 2.17 % | ||||
| Net Asset | 2.12 B | ||||
| Minimum Initial Investment | 5 M | ||||
| Last Dividend Paid | 0.17 | ||||
| Cash Position Weight | 7.32 % | ||||
| Equity Positions Weight | 47.98 % | ||||
| Bond Positions Weight | 13.37 % |
About Aqr Diversified Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Aqr Diversified Arbitrage's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Aqr Diversified using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Aqr Diversified Arbitrage based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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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