Aqr Small Cap Fund Market Value
| QSMLX Fund | USD 19.55 0.39 1.96% |
| Symbol | Aqr |
Aqr Small '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 Small'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 Small.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Aqr Small on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr Small Cap or generate 0.0% return on investment in Aqr Small over 90 days. Aqr Small is related to or competes with Aqr Large, Aqr Large, Aqr International, Aqr International, Aqr International, Aqr Lse, and Aqr Lse. The fund pursues its investment objective by investing, under normal market conditions, at least 80 percent of its net a... More
Aqr Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.1624 | |||
| Maximum Drawdown | 11.41 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.98 |
Aqr Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Small's standard deviation. In reality, there are many statistical measures that can use Aqr Small historical prices to predict the future Aqr Small's volatility.| Risk Adjusted Performance | 0.1729 | |||
| Jensen Alpha | 0.2569 | |||
| Total Risk Alpha | 0.1716 | |||
| Sortino Ratio | 0.2364 | |||
| Treynor Ratio | 0.3372 |
Aqr Small March 2, 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 | 0.1729 | |||
| Market Risk Adjusted Performance | 0.3472 | |||
| Mean Deviation | 0.9809 | |||
| Semi Deviation | 0.7111 | |||
| Downside Deviation | 1.09 | |||
| Coefficient Of Variation | 456.21 | |||
| Standard Deviation | 1.58 | |||
| Variance | 2.5 | |||
| Information Ratio | 0.1624 | |||
| Jensen Alpha | 0.2569 | |||
| Total Risk Alpha | 0.1716 | |||
| Sortino Ratio | 0.2364 | |||
| Treynor Ratio | 0.3372 | |||
| Maximum Drawdown | 11.41 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.98 | |||
| Downside Variance | 1.18 | |||
| Semi Variance | 0.5056 | |||
| Expected Short fall | (1.17) | |||
| Skewness | 2.95 | |||
| Kurtosis | 16.21 |
Aqr Small Cap Backtested Returns
Aqr Small appears to be very steady, given 3 months investment horizon. Aqr Small Cap secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aqr Small Cap, which you can use to evaluate the volatility of the entity. Please makes use of Aqr Small's Risk Adjusted Performance of 0.1729, downside deviation of 1.09, and Mean Deviation of 0.9809 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.0, which signifies possible diversification benefits within a given portfolio. Aqr Small returns are very sensitive to returns on the market. As the market goes up or down, Aqr Small is expected to follow.
Auto-correlation | 0.40 |
Average predictability
Aqr Small Cap has average predictability. Overlapping area represents the amount of predictability between Aqr Small time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 Small Cap price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Aqr Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 Small 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 Small security.
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