Aqr Diversifying Strategies Fund Market Value
| QDSIX Fund | USD 12.63 0.02 0.16% |
| Symbol | Aqr |
Aqr Diversifying '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 Diversifying'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 Diversifying.
| 11/01/2024 |
| 01/30/2025 |
If you would invest 0.00 in Aqr Diversifying on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Aqr Diversifying Strategies or generate 0.0% return on investment in Aqr Diversifying over 90 days. Aqr Diversifying is related to or competes with Delaware Limited, Madison Diversified, Jhancock Diversified, The Gabelli, and T Rowe. The fund pursues its investment objective by investing in a portfolio of mutual funds that are each managed by the Advis... More
Aqr Diversifying 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 Diversifying'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 Diversifying Strategies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3297 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 1.58 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.4918 |
Aqr Diversifying Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Diversifying's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Diversifying's standard deviation. In reality, there are many statistical measures that can use Aqr Diversifying historical prices to predict the future Aqr Diversifying's volatility.| Risk Adjusted Performance | 0.1985 | |||
| Jensen Alpha | 0.0689 | |||
| Total Risk Alpha | 0.0376 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 2.09 |
Aqr Diversifying Str Backtested Returns
At this stage we consider Aqr Mutual Fund to be very steady. Aqr Diversifying Str 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-six technical indicators for Aqr Diversifying Strategies, which you can use to evaluate the volatility of the entity. Please confirm Aqr Diversifying's Risk Adjusted Performance of 0.1985, mean deviation of 0.2552, and Coefficient Of Variation of 389.06 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of 0.0345, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Diversifying's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Diversifying is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Aqr Diversifying Strategies has very good predictability. Overlapping area represents the amount of predictability between Aqr Diversifying time series from 1st of November 2024 to 16th of December 2024 and 16th of December 2024 to 30th 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 Diversifying Str price movement. The serial correlation of 0.83 indicates that around 83.0% of current Aqr Diversifying price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Aqr Diversifying Str lagged returns against current returns
Autocorrelation, which is Aqr Diversifying 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 Diversifying's mutual fund expected returns. We can calculate the autocorrelation of Aqr Diversifying returns to help us make a trade decision. For example, suppose you find that Aqr Diversifying 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 Diversifying 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 Diversifying mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aqr Diversifying 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 Diversifying mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aqr Diversifying Lagged Returns
When evaluating Aqr Diversifying's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aqr Diversifying mutual fund have on its future price. Aqr Diversifying 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 Diversifying autocorrelation shows the relationship between Aqr Diversifying mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aqr Diversifying Strategies.
Regressed Prices |
| Timeline |
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 Diversifying 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 Diversifying security.
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