Aqr International Defensive Fund Manager Performance Evaluation

ANDIX Fund  USD 16.92  0.20  1.20%   
The fund shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aqr International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr International is expected to be smaller as well.

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr International Defensive are ranked lower than 14 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak forward indicators, Aqr International may actually be approaching a critical reversion point that can send shares even higher in March 2026.
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Expense Ratio Date29th of January 2025
Expense Ratio0.5700
  

Aqr International Relative Risk vs. Return Landscape

If you would invest  1,578  in Aqr International Defensive on November 9, 2025 and sell it today you would earn a total of  114.00  from holding Aqr International Defensive or generate 7.22% return on investment over 90 days. Aqr International Defensive is currently producing 0.1164% returns and takes up 0.6404% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Aqr, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Aqr International is expected to generate 0.78 times more return on investment than the market. However, the company is 1.28 times less risky than the market. It trades about 0.18 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.12 per unit of risk.

Aqr International Current Valuation

Undervalued
Today
16.92
Please note that Aqr International's price fluctuation is very steady at this time. At this time, the entity appears to be undervalued. Aqr International shows a prevailing Real Value of $17.89 per share. The current price of the fund is $16.92. We determine the value of Aqr International 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 International is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr International'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  16.92 Real  17.89 Hype  16.92 Naive  16.8
The intrinsic value of Aqr International'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 International'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.
17.89
Real Value
18.53
Upside
Estimating the potential upside or downside of Aqr International Defensive 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 International more accurately as focusing exclusively on Aqr International's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.6316.2816.94
Details
Hype
Prediction
LowEstimatedHigh
16.2816.9217.56
Details
Naive
Forecast
LowNext ValueHigh
16.1616.8017.44
Details
Below is the normalized historical share price chart for Aqr International Defensive 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 International stands at 16.92, as last reported on the 7th of February, with the highest price reaching 16.92 and the lowest price hitting 16.92 during the day.
 
Yuan Drop
 
Covid
 
Interest Hikes

Aqr International 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 PriceHorizonTarget PriceOdds to move above the current price in 90 days
 16.92 90 days 16.92 
roughly 2.56
Based on a normal probability distribution, the odds of Aqr International to move above the current price in 90 days from now is roughly 2.56 (This Aqr International Defensive 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 International has a beta of 0.49. This suggests as returns on the market go up, Aqr International average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Aqr International Defensive will be expected to be much smaller as well. Additionally Aqr International Defensive has an alpha of 0.0775, implying that it can generate a 0.0775 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Aqr International Price Density   
       Price  

Predictive Modules for Aqr International

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 International. 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.
Hype
Prediction
LowEstimatedHigh
16.2816.9217.56
Details
Intrinsic
Valuation
LowRealHigh
15.2317.8918.53
Details
Naive
Forecast
LowNextHigh
16.1616.8017.44
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.6316.2816.94
Details

Aqr International Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Aqr International is not an exception. The market had few large corrections towards the Aqr International'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 International Defensive, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Aqr International within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.08
β
Beta against Dow Jones0.49
σ
Overall volatility
0.40
Ir
Information ratio 0.06

Aqr International 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 International for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Aqr International 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 94.74% of its assets under management (AUM) in equities

Aqr International Fundamentals Growth

Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr International, and Aqr International 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.

About Aqr International Performance

Evaluating Aqr International's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr International 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 International 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 pursues a defensive investment style, seeking to provide downside protection with upside potential through active stock selection, risk management and diversification. It pursues its objective by investing, under normal market conditions, at least 80 percent of its net assets in Equity Instruments of International Issuers.

Things to note about Aqr International performance evaluation

Checking the ongoing alerts about Aqr International for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr International 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 94.74% of its assets under management (AUM) in equities
Evaluating Aqr International's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Aqr International's mutual fund performance include:
  • Analyzing Aqr International'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 International's stock is overvalued or undervalued compared to its peers.
  • Examining Aqr International'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 International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr International's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Aqr International's mutual fund. These opinions can provide insight into Aqr International's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Aqr International's mutual fund performance is not an exact science, and many factors can impact Aqr International's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in Aqr Mutual Fund

Aqr International 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 International security.
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios