Aqr Diversified Arbitrage Fund Market Value
| ADAIX Fund | USD 12.91 0.04 0.31% |
| Symbol | 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.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Aqr Diversified on November 26, 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 | 0.1368 | |||
| Information Ratio | (0.53) | |||
| Maximum Drawdown | 0.4642 | |||
| Value At Risk | (0.15) | |||
| Potential Upside | 0.1567 |
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 | 0.0672 | |||
| Jensen Alpha | 0.0061 | |||
| Total Risk Alpha | (0.0008) | |||
| Sortino Ratio | (0.41) | |||
| Treynor Ratio | 0.2986 |
Aqr Diversified February 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0672 | |||
| Market Risk Adjusted Performance | 0.3086 | |||
| Mean Deviation | 0.0835 | |||
| Downside Deviation | 0.1368 | |||
| Coefficient Of Variation | 593.12 | |||
| Standard Deviation | 0.1054 | |||
| Variance | 0.0111 | |||
| Information Ratio | (0.53) | |||
| Jensen Alpha | 0.0061 | |||
| Total Risk Alpha | (0.0008) | |||
| Sortino Ratio | (0.41) | |||
| Treynor Ratio | 0.2986 | |||
| Maximum Drawdown | 0.4642 | |||
| Value At Risk | (0.15) | |||
| Potential Upside | 0.1567 | |||
| Downside Variance | 0.0187 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.11) | |||
| Skewness | (0.53) | |||
| Kurtosis | 0.4409 |
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 0.17, which signifies that the fund had a 0.17 % 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 0.0672, mean deviation of 0.0835, and Coefficient Of Variation of 593.12 to double-check if the risk estimate we provide is consistent with the expected return of 0.0185%. The fund shows a Beta (market volatility) of 0.026, 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 | 0.25 |
Poor predictability
Aqr Diversified Arbitrage has poor predictability. Overlapping area represents the amount of predictability between Aqr Diversified time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th 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 0.25 indicates that over 25.0% of current Aqr Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
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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