Aqr Risk Parity Fund Price History
AQRIX Fund | USD 10.70 0.05 0.47% |
Below is the normalized historical share price chart for Aqr Risk Parity extending back to September 30, 2010. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Aqr Risk stands at 10.70, as last reported on the 22nd of November, with the highest price reaching 10.70 and the lowest price hitting 10.70 during the day.
If you're considering investing in Aqr Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Aqr Mutual Fund to be very steady. Aqr Risk Parity secures Sharpe Ratio (or Efficiency) of 0.0222, which signifies that the fund had a 0.0222% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aqr Risk Parity, which you can use to evaluate the volatility of the entity. Please confirm Aqr Risk's Mean Deviation of 0.4346, risk adjusted performance of 0.0217, and Downside Deviation of 0.5156 to double-check if the risk estimate we provide is consistent with the expected return of 0.0116%.
Aqr Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Aqr |
Sharpe Ratio = 0.0222
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Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns | AQRIX |
Estimated Market Risk
0.52 actual daily | 4 96% of assets are more volatile |
Expected Return
0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Aqr Risk is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Aqr Risk by adding it to a well-diversified portfolio.
Aqr Risk Mutual Fund Price History Chart
There are several ways to analyze Aqr Risk Parity Fund price data. The simplest method is using a basic Aqr candlestick price chart, which shows Aqr Risk price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest Price | September 24, 2024 | 10.9 |
Lowest Price | September 6, 2024 | 10.36 |
Aqr Risk November 22, 2024 Mutual Fund Price Synopsis
Various analyses of Aqr Risk's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell Aqr Mutual Fund. It can be used to describe the percentage change in the price of Aqr Risk from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of Aqr Mutual Fund.Aqr Risk Price Rate Of Daily Change | 1.00 | |
Aqr Risk Price Action Indicator | 0.02 |
Aqr Risk November 22, 2024 Mutual Fund Price Analysis
Aqr Mutual Fund Price History Data
The price series of Aqr Risk for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 has a statistical range of 0.54 with a coefficient of variation of 1.27. The prices are distributed with arithmetic mean of 10.64. The median price for the last 90 days is 10.65. The company issued dividends on 12/23/2019.Open | High | Low | Close | Volume | ||
11/22/2024 | 10.70 | 10.70 | 10.70 | 10.70 | ||
11/21/2024 | 10.70 | 10.70 | 10.70 | 10.70 | 1.00 | |
11/20/2024 | 10.65 | 10.65 | 10.65 | 10.65 | 1.00 | |
11/19/2024 | 10.66 | 10.66 | 10.66 | 10.66 | 1.00 | |
11/18/2024 | 10.63 | 10.63 | 10.63 | 10.63 | 1.00 | |
11/15/2024 | 10.58 | 10.58 | 10.58 | 10.58 | 1.00 | |
11/14/2024 | 10.59 | 10.59 | 10.59 | 10.59 | 1.00 | |
11/13/2024 | 10.56 | 10.56 | 10.56 | 10.56 | 1.00 | |
11/12/2024 | 10.56 | 10.56 | 10.56 | 10.56 | 1.00 | |
11/11/2024 | 10.65 | 10.65 | 10.65 | 10.65 | 1.00 | |
11/08/2024 | 10.68 | 10.68 | 10.68 | 10.68 | 1.00 | |
11/07/2024 | 10.70 | 10.70 | 10.70 | 10.70 | 1.00 | |
11/06/2024 | 10.56 | 10.56 | 10.56 | 10.56 | 1.00 | |
11/05/2024 | 10.50 | 10.50 | 10.50 | 10.50 | 1.00 | |
11/04/2024 | 10.42 | 10.42 | 10.42 | 10.42 | 1.00 | |
11/01/2024 | 10.37 | 10.37 | 10.37 | 10.37 | 1.00 | |
10/31/2024 | 10.38 | 10.38 | 10.38 | 10.38 | 1.00 | |
10/30/2024 | 10.47 | 10.47 | 10.47 | 10.47 | 1.00 | |
10/29/2024 | 10.50 | 10.50 | 10.50 | 10.50 | 1.00 | |
10/28/2024 | 10.51 | 10.51 | 10.51 | 10.51 | 1.00 | |
10/25/2024 | 10.55 | 10.55 | 10.55 | 10.55 | 1.00 | |
10/24/2024 | 10.58 | 10.58 | 10.58 | 10.58 | 1.00 | |
10/23/2024 | 10.57 | 10.57 | 10.57 | 10.57 | 1.00 | |
10/22/2024 | 10.66 | 10.66 | 10.66 | 10.66 | 1.00 | |
10/21/2024 | 10.66 | 10.66 | 10.66 | 10.66 | 1.00 | |
10/18/2024 | 10.75 | 10.75 | 10.75 | 10.75 | 1.00 | |
10/17/2024 | 10.74 | 10.74 | 10.74 | 10.74 | 1.00 | |
10/16/2024 | 10.77 | 10.77 | 10.77 | 10.77 | 1.00 | |
10/15/2024 | 10.71 | 10.71 | 10.71 | 10.71 | 1.00 | |
10/14/2024 | 10.75 | 10.75 | 10.75 | 10.75 | 1.00 | |
10/11/2024 | 10.75 | 10.75 | 10.75 | 10.75 | 1.00 | |
10/10/2024 | 10.71 | 10.71 | 10.71 | 10.71 | 1.00 | |
10/09/2024 | 10.68 | 10.68 | 10.68 | 10.68 | 1.00 | |
10/08/2024 | 10.69 | 10.69 | 10.69 | 10.69 | 1.00 | |
10/07/2024 | 10.70 | 10.70 | 10.70 | 10.70 | 1.00 | |
10/04/2024 | 10.77 | 10.77 | 10.77 | 10.77 | 1.00 | |
10/03/2024 | 10.79 | 10.79 | 10.79 | 10.79 | 1.00 | |
10/02/2024 | 10.83 | 10.83 | 10.83 | 10.83 | 1.00 | |
10/01/2024 | 10.86 | 10.86 | 10.86 | 10.86 | 1.00 | |
09/30/2024 | 10.83 | 10.83 | 10.83 | 10.83 | 1.00 | |
09/27/2024 | 10.85 | 10.85 | 10.85 | 10.85 | 1.00 | |
09/26/2024 | 10.86 | 10.86 | 10.86 | 10.86 | 1.00 | |
09/25/2024 | 10.82 | 10.82 | 10.82 | 10.82 | 1.00 | |
09/24/2024 | 10.90 | 10.90 | 10.90 | 10.90 | 1.00 | |
09/23/2024 | 10.81 | 10.81 | 10.81 | 10.81 | 1.00 | |
09/20/2024 | 10.80 | 10.80 | 10.80 | 10.80 | 1.00 | |
09/19/2024 | 10.82 | 10.82 | 10.82 | 10.82 | 1.00 | |
09/18/2024 | 10.70 | 10.70 | 10.70 | 10.70 | 1.00 | |
09/17/2024 | 10.76 | 10.76 | 10.76 | 10.76 | 1.00 | |
09/16/2024 | 10.75 | 10.75 | 10.75 | 10.75 | 1.00 | |
09/13/2024 | 10.68 | 10.68 | 10.68 | 10.68 | 1.00 | |
09/12/2024 | 10.60 | 10.60 | 10.60 | 10.60 | 1.00 | |
09/11/2024 | 10.53 | 10.53 | 10.53 | 10.53 | 1.00 | |
09/10/2024 | 10.44 | 10.44 | 10.44 | 10.44 | 1.00 | |
09/09/2024 | 10.46 | 10.46 | 10.46 | 10.46 | 1.00 | |
09/06/2024 | 10.36 | 10.36 | 10.36 | 10.36 | 1.00 | |
09/05/2024 | 10.49 | 10.49 | 10.49 | 10.49 | 1.00 | |
09/04/2024 | 10.47 | 10.47 | 10.47 | 10.47 | 1.00 | |
09/03/2024 | 10.44 | 10.44 | 10.44 | 10.44 | 1.00 | |
08/30/2024 | 10.53 | 10.53 | 10.53 | 10.53 | 1.00 | |
08/29/2024 | 10.55 | 10.55 | 10.55 | 10.55 | 1.00 |
About Aqr Risk Mutual Fund history
Aqr Risk investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Aqr is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Aqr Risk Parity will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Aqr Risk stock prices may prove useful in developing a viable investing in Aqr Risk
The adviser allocates the funds assets among major asset classes. It will generally have some level of investment in the majority of asset classes and Instruments but there is no stated limit on the percentage of assets the fund can invest in a particular Instrument or the percentage of assets the adviser will allocate to any one asset class, and at times the adviser may focus on a small number of Instruments or asset classes. It is non-diversified.
Aqr Risk Mutual Fund Technical Analysis
Aqr Risk technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
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Aqr Risk Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr Risk's price direction in advance. Along with the technical and fundamental analysis of Aqr Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Aqr to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.0217 | |||
Jensen Alpha | (0.03) | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | (0.18) | |||
Treynor Ratio | 0.0198 |
Cycle Indicators | ||
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Momentum Indicators | ||
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Pattern Recognition | ||
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Volatility Indicators | ||
Volume Indicators |
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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