Aqr Diversifying Strategies Fund Manager Performance Evaluation
| QDSIX Fund | USD 12.63 0.02 0.16% |
The fund shows a Beta (market volatility) of 0.0345, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Diversifying's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Diversifying is expected to be smaller as well.
Risk-Adjusted Performance
25 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr Diversifying Strategies are ranked lower than 25 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak forward indicators, Aqr Diversifying may actually be approaching a critical reversion point that can send shares even higher in March 2025.
...moreAqr |
Aqr Diversifying Relative Risk vs. Return Landscape
If you would invest 1,188 in Aqr Diversifying Strategies on November 1, 2024 and sell it today you would earn a total of 75.00 from holding Aqr Diversifying Strategies or generate 6.31% return on investment over 90 days. Aqr Diversifying Strategies is currently producing 0.1026% returns and takes up 0.3179% volatility of returns over 90 trading days. Put another way, 2% 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 |
Aqr Diversifying Current Valuation
Overvalued
Today
Please note that Aqr Diversifying's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Aqr Diversifying Str shows a prevailing Real Value of $11.47 per share. The current price of the fund is $12.63. We determine the value of Aqr Diversifying Str 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 Diversifying is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Diversifying'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 12.63 | Real 11.47 | Hype 12.63 | Naive 12.62 |
The intrinsic value of Aqr Diversifying'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 Diversifying'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 Diversifying Strategies 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 Diversifying more accurately as focusing exclusively on Aqr Diversifying's fundamentals will not take into account other important factors: Aqr Diversifying Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Diversifying's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Diversifying Strategies, and traders can use it to determine the average amount a Aqr Diversifying'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 = 0.3227
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | QDSIX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.32 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.32 actual daily | 25 75% of assets perform better |
Based on monthly moving average Aqr Diversifying is performing at about 25% 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 Diversifying by adding it to a well-diversified portfolio.
Aqr Diversifying Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Diversifying, and Aqr Diversifying 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.
| Total Asset | 63.95 M | ||||
About Aqr Diversifying Performance
Evaluating Aqr Diversifying's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Diversifying 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 Diversifying 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 its investment objective by investing in a portfolio of mutual funds that are each managed by the Adviser . Through its investments in the affiliated funds, it will have exposure across global markets, including developed and emerging markets, and across several asset classes, including equities, fixed-income, commodities and currencies. The affiliated funds take long and short positions in a wide range of securities, derivatives and other instruments.Things to note about Aqr Diversifying Str performance evaluation
Checking the ongoing alerts about Aqr Diversifying for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Diversifying Str help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund maintains about 66.22% of its assets in bonds |
- Analyzing Aqr Diversifying'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 Diversifying's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Diversifying'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 Diversifying's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Diversifying's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Diversifying's mutual fund. These opinions can provide insight into Aqr Diversifying's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Diversifying 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 Diversifying security.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device |