| AQRNX Fund | | | USD 10.64 0.05 0.47% |
Aqr Risk semi-variance technical analysis lookup allows you to check this and other technical indicators for Aqr Risk Parity or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Aqr Risk Parity has current Semi Variance of 0.2263. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.2263 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Aqr Risk Semi Variance Peers Comparison
Aqr Semi Variance Relative To Other Indicators
Aqr Risk Parity is
fourth largest fund in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
12.72 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Aqr Risk Parity is roughly
12.72 Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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