Aqr Diversified Arbitrage Fund Manager Performance Evaluation
| ADAIX Fund | USD 12.94 0.01 0.08% |
The fund shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Aqr Diversified are completely uncorrelated.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr Diversified Arbitrage are ranked lower than 23 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Aqr Diversified is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 1st of May 2025 | |
| Expense Ratio | 1.8700 |
Aqr |
Aqr Diversified Relative Risk vs. Return Landscape
If you would invest 1,273 in Aqr Diversified Arbitrage on November 1, 2025 and sell it today you would earn a total of 21.00 from holding Aqr Diversified Arbitrage or generate 1.65% return on investment over 90 days. Aqr Diversified Arbitrage is currently producing 0.0269% returns and takes up 0.0923% volatility of returns over 90 trading days. Put another way, 0% of traded mutual funds are less volatile than Aqr, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Aqr Diversified Current Valuation
Overvalued
Today
Please note that Aqr Diversified's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Aqr Diversified Arbitrage shows a prevailing Real Value of $11.88 per share. The current price of the fund is $12.94. We determine the value of Aqr Diversified Arbitrage from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Aqr Diversified is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Diversified's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 12.94 | Real 11.88 | Hype 12.94 | Naive 12.95 |
The intrinsic value of Aqr Diversified's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Aqr Diversified's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Aqr Diversified Arbitrage helps investors to forecast how Aqr mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Aqr Diversified more accurately as focusing exclusively on Aqr Diversified's fundamentals will not take into account other important factors: Aqr Diversified Target Price Odds to finish over Current Price
The tendency of Aqr Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 12.94 | 90 days | 12.94 | under 4 |
Based on a normal probability distribution, the odds of Aqr Diversified to move above the current price in 90 days from now is under 4 (This Aqr Diversified Arbitrage probability density function shows the probability of Aqr Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Aqr Diversified has the beta coefficient that is very close to zero. This suggests the returns on DOW JONES INDUSTRIAL and Aqr Diversified do not appear to be sensitive. Additionally It does not look like Aqr Diversified's alpha can have any bearing on the current valuation. Aqr Diversified Price Density |
| Price |
Predictive Modules for Aqr Diversified
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Aqr Diversified Arbitrage. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Aqr Diversified Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Aqr Diversified is not an exception. The market had few large corrections towards the Aqr Diversified's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Aqr Diversified Arbitrage, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Aqr Diversified within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 0.07 | |
Ir | Information ratio | -0.37 |
Aqr Diversified Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Aqr Diversified for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Aqr Diversified Arbitrage can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund holds about 7.32% of its assets under management (AUM) in cash |
Aqr Diversified Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Diversified, and Aqr Diversified fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Aqr Mutual Fund performance.
| Price To Earning | 20.89 X | |||
| Price To Book | 2.05 X | |||
| Price To Sales | 1.20 X | |||
| Total Asset | 1.11 B | |||
About Aqr Diversified Performance
Evaluating Aqr Diversified's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Diversified has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Aqr Diversified has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to outperform, after expenses, the ICE BofAML US 3-Month Treasury Bill Index while seeking to control its tracking risk relative to this benchmark. Aqr Diversified is traded on NASDAQ Exchange in the United States.Things to note about Aqr Diversified Arbitrage performance evaluation
Checking the ongoing alerts about Aqr Diversified for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Diversified Arbitrage help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund holds about 7.32% of its assets under management (AUM) in cash |
- Analyzing Aqr Diversified's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Aqr Diversified's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Diversified's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Aqr Diversified's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Diversified's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Diversified's mutual fund. These opinions can provide insight into Aqr Diversified's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Diversified 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 Diversified security.
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