Aqr International Defensive Fund Market Value
| ANDIX Fund | USD 17.38 0.08 0.46% |
| Symbol | Aqr |
Aqr International '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 International'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 International.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Aqr International on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr International Defensive or generate 0.0% return on investment in Aqr International over 90 days. Aqr International is related to or competes with Aqr Large, Aqr Large, Aqr Lse, Aqr Long-short, Aqr Long-short, Aqr Long-short, and Aqr Managed. The fund pursues a defensive investment style, seeking to provide downside protection with upside potential through acti... More
Aqr International 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 International'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 International Defensive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.593 | |||
| Information Ratio | 0.0936 | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.2 |
Aqr International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr International's standard deviation. In reality, there are many statistical measures that can use Aqr International historical prices to predict the future Aqr International's volatility.| Risk Adjusted Performance | 0.1663 | |||
| Jensen Alpha | 0.0965 | |||
| Total Risk Alpha | 0.0712 | |||
| Sortino Ratio | 0.0999 | |||
| Treynor Ratio | 0.2752 |
Aqr International February 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1663 | |||
| Market Risk Adjusted Performance | 0.2852 | |||
| Mean Deviation | 0.4835 | |||
| Semi Deviation | 0.3435 | |||
| Downside Deviation | 0.593 | |||
| Coefficient Of Variation | 452.8 | |||
| Standard Deviation | 0.6329 | |||
| Variance | 0.4005 | |||
| Information Ratio | 0.0936 | |||
| Jensen Alpha | 0.0965 | |||
| Total Risk Alpha | 0.0712 | |||
| Sortino Ratio | 0.0999 | |||
| Treynor Ratio | 0.2752 | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.2 | |||
| Downside Variance | 0.3517 | |||
| Semi Variance | 0.118 | |||
| Expected Short fall | (0.53) | |||
| Skewness | 0.466 | |||
| Kurtosis | 1.04 |
Aqr International Backtested Returns
At this stage we consider Aqr Mutual Fund to be very steady. Aqr International secures Sharpe Ratio (or Efficiency) of 0.32, which signifies that the fund had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aqr International Defensive, which you can use to evaluate the volatility of the entity. Please confirm Aqr International's Mean Deviation of 0.4835, downside deviation of 0.593, and Risk Adjusted Performance of 0.1663 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. The fund shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aqr International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr International is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Aqr International Defensive has excellent predictability. Overlapping area represents the amount of predictability between Aqr International time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd 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 International price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Aqr International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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 International 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 International security.
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