| QSERX Fund | | | USD 20.76 0.35 1.71% |
Aqr Small market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Aqr Small Cap 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 Small Cap has current Market Risk Adjusted Performance of 0.108.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.108 | |
| ER[a] | = | Expected return on investing in Aqr Small |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Aqr Small Market Risk Adjusted Performance Peers Comparison
Aqr Market Risk Adjusted Performance Relative To Other Indicators
Aqr Small Cap is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
79.58 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Aqr Small Cap is roughly
79.58
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