Aqr Large Cap Fund Manager Performance Evaluation
| AUEIX Fund | USD 21.12 0.19 0.91% |
The fund shows a Beta (market volatility) of 1.41, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Aqr Large will likely underperform.
Risk-Adjusted Performance
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Weak | Strong |
Very Weak
Over the last 90 days Aqr Large Cap has generated negative risk-adjusted returns adding no value to fund investors. In spite of weak performance in the last few months, the Fund's forward indicators remain fairly strong which may send shares a bit higher in March 2025. The current disturbance may also be a sign of long term up-swing for the fund investors.
...more| Expense Ratio Date | 29th of January 2023 | |
| Expense Ratio | 0.3800 |
Aqr |
Aqr Large Relative Risk vs. Return Landscape
If you would invest 2,500 in Aqr Large Cap on November 2, 2024 and sell it today you would lose (388.00) from holding Aqr Large Cap or give up 15.52% of portfolio value over 90 days. Aqr Large Cap is currently producing negative expected returns and takes up 2.4932% volatility of returns over 90 trading days. Put another way, 22% 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 Large Current Valuation
Undervalued
Today
Please note that Aqr Large's price fluctuation is not too volatile at this time. At this time, the entity appears to be undervalued. Aqr Large Cap shows a prevailing Real Value of $21.64 per share. The current price of the fund is $21.12. We determine the value of Aqr Large Cap 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 Large is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Large'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 21.12 | Real 21.64 | Hype 21.12 | Naive 20.19 |
The intrinsic value of Aqr Large'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 Large'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 Large Cap 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 Large more accurately as focusing exclusively on Aqr Large's fundamentals will not take into account other important factors: Aqr Large Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Large's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Large Cap, and traders can use it to determine the average amount a Aqr Large's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1006
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AUEIX |
Estimated Market Risk
| 2.49 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.25 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Aqr Large is not performing at its full potential. However, 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 Large by adding Aqr Large to a well-diversified portfolio.
Aqr Large Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Large, and Aqr Large 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 | 19.25 X | ||||
| Price To Book | 3.15 X | ||||
| Price To Sales | 1.77 X | ||||
| Total Asset | 2.44 B | ||||
About Aqr Large Performance
Evaluating Aqr Large's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Large 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 Large 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. Aqr Large is traded on NASDAQ Exchange in the United States.Things to note about Aqr Large Cap performance evaluation
Checking the ongoing alerts about Aqr Large for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Large Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Aqr Large Cap generated a negative expected return over the last 90 days | |
| The fund holds 97.8% of its assets under management (AUM) in equities |
- Analyzing Aqr Large'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 Large's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Large'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 Large's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Large's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Large's mutual fund. These opinions can provide insight into Aqr Large's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Large 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 Large security.
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