Aqr Long Short Equity Fund Market Value
| QLEIX Fund | USD 20.89 0.12 0.57% |
| Symbol | Aqr |
Aqr Long-short '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 Long-short'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 Long-short.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Aqr Long-short on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr Long Short Equity or generate 0.0% return on investment in Aqr Long-short over 90 days. Aqr Long-short is related to or competes with Vanguard Financials, 1919 Financial, John Hancock, Gabelli Global, Financials Ultrasector, Financial Services, and Icon Financial. Under normal market conditions, the fund pursues its investment objective by investing at least 80 percent of its net as... More
Aqr Long-short 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 Long-short'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 Long Short Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4391 | |||
| Information Ratio | 0.0657 | |||
| Maximum Drawdown | 2.33 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 0.9228 |
Aqr Long-short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Long-short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Long-short's standard deviation. In reality, there are many statistical measures that can use Aqr Long-short historical prices to predict the future Aqr Long-short's volatility.| Risk Adjusted Performance | 0.1165 | |||
| Jensen Alpha | 0.0558 | |||
| Total Risk Alpha | 0.0439 | |||
| Sortino Ratio | 0.0691 | |||
| Treynor Ratio | 0.239 |
Aqr Long-short February 6, 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 | 0.1165 | |||
| Market Risk Adjusted Performance | 0.249 | |||
| Mean Deviation | 0.3634 | |||
| Semi Deviation | 0.2811 | |||
| Downside Deviation | 0.4391 | |||
| Coefficient Of Variation | 612.35 | |||
| Standard Deviation | 0.4617 | |||
| Variance | 0.2132 | |||
| Information Ratio | 0.0657 | |||
| Jensen Alpha | 0.0558 | |||
| Total Risk Alpha | 0.0439 | |||
| Sortino Ratio | 0.0691 | |||
| Treynor Ratio | 0.239 | |||
| Maximum Drawdown | 2.33 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 0.9228 | |||
| Downside Variance | 0.1928 | |||
| Semi Variance | 0.079 | |||
| Expected Short fall | (0.42) | |||
| Skewness | 0.1348 | |||
| Kurtosis | 0.0292 |
Aqr Long Short Backtested Returns
At this stage we consider Aqr Mutual Fund to be very steady. Aqr Long Short secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Aqr Long Short Equity, which you can use to evaluate the volatility of the entity. Please confirm Aqr Long-short's Downside Deviation of 0.4391, mean deviation of 0.3634, and Risk Adjusted Performance of 0.1165 to double-check if the risk estimate we provide is consistent with the expected return of 0.072%. The fund shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Long-short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Long-short is expected to be smaller as well.
Auto-correlation | -0.41 |
Modest reverse predictability
Aqr Long Short Equity has modest reverse predictability. Overlapping area represents the amount of predictability between Aqr Long-short time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Long Short price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Aqr Long-short price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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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 Long-short 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 Long-short security.
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