Aqr Risk Balanced Modities Fund Market Value
| ARCNX Fund | USD 8.97 0.02 0.22% |
| Symbol | Aqr |
Aqr Risk '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'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.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Aqr Risk on December 19, 2024 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 over 30 days. Aqr Risk is related to or competes with Aqr Large, Aqr Large, Aqr International, Aqr International, Aqr International, Aqr Long-short, and Aqr Long-short. The fund pursues its investment objective by allocating assets among various commodity sectors , precious and base metal... More
Aqr Risk 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'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 | 0.8564 | |||
| Information Ratio | 0.0606 | |||
| Maximum Drawdown | 3.96 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.33 |
Aqr Risk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Risk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Risk's standard deviation. In reality, there are many statistical measures that can use Aqr Risk historical prices to predict the future Aqr Risk's volatility.| Risk Adjusted Performance | 0.0798 | |||
| Jensen Alpha | 0.0711 | |||
| Total Risk Alpha | 0.0514 | |||
| Sortino Ratio | 0.0606 | |||
| Treynor Ratio | 2.5 |
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 0.11, which signifies that the fund had a 0.11% 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's Downside Deviation of 0.8564, mean deviation of 0.6334, and Risk Adjusted Performance of 0.0798 to double-check if the risk estimate we provide is consistent with the expected return of 0.0944%. The fund shows a Beta (market volatility) of 0.0286, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Risk is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Aqr Risk Balanced Modities has very good predictability. Overlapping area represents the amount of predictability between Aqr Risk time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 2025. 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 0.84 indicates that around 84.0% of current Aqr Risk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Aqr Risk Balanced lagged returns against current returns
Autocorrelation, which is Aqr Risk mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Aqr Risk's mutual fund expected returns. We can calculate the autocorrelation of Aqr Risk returns to help us make a trade decision. For example, suppose you find that Aqr Risk has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Aqr Risk regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Aqr Risk mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aqr Risk mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aqr Risk mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aqr Risk Lagged Returns
When evaluating Aqr Risk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aqr Risk mutual fund have on its future price. Aqr Risk autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Aqr Risk autocorrelation shows the relationship between Aqr Risk mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aqr Risk Balanced Modities.
Regressed Prices |
| Timeline |
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| BNB | Binance Coin |
Other Information on Investing in Aqr Mutual Fund
Aqr Risk 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 security.
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