Aqr Risk Balanced Modities Fund Price History
ARCIX Fund | USD 8.84 0.01 0.11% |
Below is the normalized historical share price chart for Aqr Risk Balanced Modities extending back to July 09, 2012. 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-balanced stands at 8.84, as last reported on the 30th of November, with the highest price reaching 8.84 and the lowest price hitting 8.84 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 Balanced secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the fund had a 0.1% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aqr Risk Balanced Modities, which you can use to evaluate the volatility of the entity. Please confirm Aqr Risk-balanced's Mean Deviation of 0.6146, risk adjusted performance of 0.0644, and Downside Deviation of 0.9878 to double-check if the risk estimate we provide is consistent with the expected return of 0.0849%.
Aqr Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Aqr |
Sharpe Ratio = 0.1048
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Estimated Market Risk
0.81 actual daily | 7 93% of assets are more volatile |
Expected Return
0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average Aqr Risk-balanced is performing at about 8% 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-balanced by adding it to a well-diversified portfolio.
Aqr Risk-balanced Mutual Fund Price History Chart
There are several ways to analyze Aqr Risk Balanced Modities Fund price data. The simplest method is using a basic Aqr candlestick price chart, which shows Aqr Risk-balanced 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 | October 3, 2024 | 9.06 |
Lowest Price | September 10, 2024 | 8.24 |
Aqr Risk-balanced November 30, 2024 Mutual Fund Price Synopsis
Various analyses of Aqr Risk-balanced'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-balanced 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-balanced Price Rate Of Daily Change | 1.00 |
Aqr Risk-balanced November 30, 2024 Mutual Fund Price Analysis
Aqr Mutual Fund Price History Data
The price series of Aqr Risk-balanced for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 has a statistical range of 0.82 with a coefficient of variation of 2.41. The prices are distributed with arithmetic mean of 8.77. The median price for the last 90 days is 8.82. The company issued dividends on 12/23/2019.Open | High | Low | Close | Volume | ||
11/30/2024 | 8.84 | 8.84 | 8.84 | 8.84 | ||
11/29/2024 | 8.84 | 8.84 | 8.84 | 8.84 | 1.00 | |
11/27/2024 | 8.83 | 8.83 | 8.83 | 8.83 | 1.00 | |
11/26/2024 | 8.82 | 8.82 | 8.82 | 8.82 | 1.00 | |
11/25/2024 | 8.82 | 8.82 | 8.82 | 8.82 | 1.00 | |
11/22/2024 | 8.94 | 8.94 | 8.94 | 8.94 | 1.00 | |
11/21/2024 | 8.89 | 8.89 | 8.89 | 8.89 | 1.00 | |
11/20/2024 | 8.86 | 8.86 | 8.86 | 8.86 | 1.00 | |
11/19/2024 | 8.82 | 8.82 | 8.82 | 8.82 | 1.00 | |
11/18/2024 | 8.80 | 8.80 | 8.80 | 8.80 | 1.00 | |
11/15/2024 | 8.67 | 8.67 | 8.67 | 8.67 | 1.00 | |
11/14/2024 | 8.62 | 8.62 | 8.62 | 8.62 | 1.00 | |
11/13/2024 | 8.64 | 8.64 | 8.64 | 8.64 | 1.00 | |
11/12/2024 | 8.69 | 8.69 | 8.69 | 8.69 | 1.00 | |
11/11/2024 | 8.73 | 8.73 | 8.73 | 8.73 | 1.00 | |
11/08/2024 | 8.89 | 8.89 | 8.89 | 8.89 | 1.00 | |
11/07/2024 | 8.97 | 8.97 | 8.97 | 8.97 | 1.00 | |
11/06/2024 | 8.81 | 8.81 | 8.81 | 8.81 | 1.00 | |
11/05/2024 | 8.93 | 8.93 | 8.93 | 8.93 | 1.00 | |
11/04/2024 | 8.89 | 8.89 | 8.89 | 8.89 | 1.00 | |
11/01/2024 | 8.82 | 8.82 | 8.82 | 8.82 | 1.00 | |
10/31/2024 | 8.84 | 8.84 | 8.84 | 8.84 | 1.00 | |
10/30/2024 | 8.90 | 8.90 | 8.90 | 8.90 | 1.00 | |
10/29/2024 | 8.87 | 8.87 | 8.87 | 8.87 | 1.00 | |
10/28/2024 | 8.85 | 8.85 | 8.85 | 8.85 | 1.00 | |
10/25/2024 | 8.97 | 8.97 | 8.97 | 8.97 | 1.00 | |
10/24/2024 | 8.94 | 8.94 | 8.94 | 8.94 | 1.00 | |
10/23/2024 | 8.93 | 8.93 | 8.93 | 8.93 | 1.00 | |
10/22/2024 | 8.95 | 8.95 | 8.95 | 8.95 | 1.00 | |
10/21/2024 | 8.84 | 8.84 | 8.84 | 8.84 | 1.00 | |
10/18/2024 | 8.81 | 8.81 | 8.81 | 8.81 | 1.00 | |
10/17/2024 | 8.80 | 8.80 | 8.80 | 8.80 | 1.00 | |
10/16/2024 | 8.78 | 8.78 | 8.78 | 8.78 | 1.00 | |
10/15/2024 | 8.80 | 8.80 | 8.80 | 8.80 | 1.00 | |
10/14/2024 | 8.89 | 8.89 | 8.89 | 8.89 | 1.00 | |
10/11/2024 | 8.97 | 8.97 | 8.97 | 8.97 | 1.00 | |
10/10/2024 | 8.92 | 8.92 | 8.92 | 8.92 | 1.00 | |
10/09/2024 | 8.82 | 8.82 | 8.82 | 8.82 | 1.00 | |
10/08/2024 | 8.87 | 8.87 | 8.87 | 8.87 | 1.00 | |
10/07/2024 | 9.05 | 9.05 | 9.05 | 9.05 | 1.00 | |
10/04/2024 | 9.06 | 9.06 | 9.06 | 9.06 | 1.00 | |
10/03/2024 | 9.06 | 9.06 | 9.06 | 9.06 | 1.00 | |
10/02/2024 | 9.05 | 9.05 | 9.05 | 9.05 | 1.00 | |
10/01/2024 | 9.04 | 9.04 | 9.04 | 9.04 | 1.00 | |
09/30/2024 | 8.96 | 8.96 | 8.96 | 8.96 | 1.00 | |
09/27/2024 | 8.99 | 8.99 | 8.99 | 8.99 | 1.00 | |
09/26/2024 | 8.98 | 8.98 | 8.98 | 8.98 | 1.00 | |
09/25/2024 | 8.95 | 8.95 | 8.95 | 8.95 | 1.00 | |
09/24/2024 | 8.93 | 8.93 | 8.93 | 8.93 | 1.00 | |
09/23/2024 | 8.80 | 8.80 | 8.80 | 8.80 | 1.00 | |
09/20/2024 | 8.71 | 8.71 | 8.71 | 8.71 | 1.00 | |
09/19/2024 | 8.70 | 8.70 | 8.70 | 8.70 | 1.00 | |
09/18/2024 | 8.65 | 8.65 | 8.65 | 8.65 | 1.00 | |
09/17/2024 | 8.62 | 8.62 | 8.62 | 8.62 | 1.00 | |
09/16/2024 | 8.59 | 8.59 | 8.59 | 8.59 | 1.00 | |
09/13/2024 | 8.56 | 8.56 | 8.56 | 8.56 | 1.00 | |
09/12/2024 | 8.46 | 8.46 | 8.46 | 8.46 | 1.00 | |
09/11/2024 | 8.32 | 8.32 | 8.32 | 8.32 | 1.00 | |
09/10/2024 | 8.24 | 8.24 | 8.24 | 8.24 | 1.00 | |
09/09/2024 | 8.33 | 8.33 | 8.33 | 8.33 | 1.00 | |
09/06/2024 | 8.27 | 8.27 | 8.27 | 8.27 | 1.00 |
About Aqr Risk-balanced Mutual Fund history
Aqr Risk-balanced 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 Balanced 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-balanced stock prices may prove useful in developing a viable investing in Aqr Risk-balanced
The fund pursues its investment objective by allocating assets among various commodity sectors , precious and base metals and carbon pricing. The funds investments include alternative commodities . The fund will obtain exposure to commodity sectors by investing in commodity-linked derivatives, directly or through its investment in the Subsidiary. It is non-diversified.
Aqr Risk-balanced Mutual Fund Technical Analysis
Aqr Risk-balanced 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-balanced Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr Risk-balanced'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 | 0.0644 | |||
Jensen Alpha | 0.0649 | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | (1.09) |
Cycle Indicators | ||
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Volume Indicators |
Other Information on Investing in Aqr Mutual Fund
Aqr Risk-balanced 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-balanced security.
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