Aqr Risk Balanced Modities Fund Market Value
| ARCIX Fund | USD 10.02 0.51 4.84% |
| Symbol | Aqr |
Aqr Risk-balanced '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 Risk-balanced'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 Risk-balanced.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Aqr Risk-balanced on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr Risk Balanced Modities or generate 0.0% return on investment in Aqr Risk-balanced over 90 days. Aqr Risk-balanced is related to or competes with Morningstar Aggressive, Intal High, Ab Global, Pace High, Nuveen High, Lifestyle, and Copeland Risk. The fund pursues its investment objective by allocating assets among various commodity sectors , precious and base metal... More
Aqr Risk-balanced 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 Risk-balanced'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 Risk Balanced Modities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7755 | |||
| Information Ratio | 0.2315 | |||
| Maximum Drawdown | 3.1 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.56 |
Aqr Risk-balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Risk-balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Risk-balanced's standard deviation. In reality, there are many statistical measures that can use Aqr Risk-balanced historical prices to predict the future Aqr Risk-balanced's volatility.| Risk Adjusted Performance | 0.2214 | |||
| Jensen Alpha | 0.2291 | |||
| Total Risk Alpha | 0.1897 | |||
| Sortino Ratio | 0.2568 | |||
| Treynor Ratio | 0.601 |
Aqr Risk-balanced January 31, 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 | 0.2214 | |||
| Market Risk Adjusted Performance | 0.611 | |||
| Mean Deviation | 0.6966 | |||
| Semi Deviation | 0.4131 | |||
| Downside Deviation | 0.7755 | |||
| Coefficient Of Variation | 330.29 | |||
| Standard Deviation | 0.8603 | |||
| Variance | 0.7402 | |||
| Information Ratio | 0.2315 | |||
| Jensen Alpha | 0.2291 | |||
| Total Risk Alpha | 0.1897 | |||
| Sortino Ratio | 0.2568 | |||
| Treynor Ratio | 0.601 | |||
| Maximum Drawdown | 3.1 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.56 | |||
| Downside Variance | 0.6014 | |||
| Semi Variance | 0.1707 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 0.077 | |||
| Kurtosis | (0.52) |
Aqr Risk Balanced Backtested Returns
At this stage we consider Aqr Mutual Fund to be very steady. Aqr Risk Balanced secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aqr Risk Balanced Modities, which you can use to evaluate the volatility of the entity. Please confirm Aqr Risk-balanced's Mean Deviation of 0.6966, downside deviation of 0.7755, and Risk Adjusted Performance of 0.2214 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. The fund shows a Beta (market volatility) of 0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aqr Risk-balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Risk-balanced is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
Aqr Risk Balanced Modities has good predictability. Overlapping area represents the amount of predictability between Aqr Risk-balanced time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 Risk Balanced price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Aqr Risk-balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
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 Risk-balanced 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 Risk-balanced security.
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