Aqr Managed Futures Fund Manager Performance Evaluation
| QMHIX Fund | USD 10.76 0.03 0.28% |
The fund shows a Beta (market volatility) of -0.0113, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aqr Managed are expected to decrease at a much lower rate. During the bear market, Aqr Managed is likely to outperform the market.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr Managed Futures are ranked lower than 16 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak forward indicators, Aqr Managed may actually be approaching a critical reversion point that can send shares even higher in March 2026.
...more| Expense Ratio Date | 1st of May 2025 | |
| Expense Ratio | 3.8700 |
Aqr |
Aqr Managed Relative Risk vs. Return Landscape
If you would invest 963.00 in Aqr Managed Futures on November 20, 2025 and sell it today you would earn a total of 113.00 from holding Aqr Managed Futures or generate 11.73% return on investment over 90 days. Aqr Managed Futures is currently producing 0.1922% returns and takes up 0.901% volatility of returns over 90 trading days. Put another way, 8% of traded mutual funds are less volatile than Aqr, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Aqr Managed Current Valuation
Overvalued
Today
Please note that Aqr Managed's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Aqr Managed Futures shows a prevailing Real Value of $9.88 per share. The current price of the fund is $10.76. We determine the value of Aqr Managed Futures 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 Managed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Managed'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 10.76 | Real 9.88 | Hype 10.76 |
The intrinsic value of Aqr Managed'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 Managed'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 Managed Futures 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 Managed more accurately as focusing exclusively on Aqr Managed's fundamentals will not take into account other important factors: Aqr Managed 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 |
| 10.76 | 90 days | 10.76 | about 5.0 |
Based on a normal probability distribution, the odds of Aqr Managed to move above the current price in 90 days from now is about 5.0 (This Aqr Managed Futures probability density function shows the probability of Aqr Mutual Fund to fall within a particular range of prices over 90 days) .
Aqr Managed Price Density |
| Price |
Predictive Modules for Aqr Managed
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 Managed Futures. 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 Managed Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Aqr Managed is not an exception. The market had few large corrections towards the Aqr Managed'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 Managed Futures, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Aqr Managed within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.12 | |
β | Beta against Dow Jones | -0.01 | |
σ | Overall volatility | 0.45 | |
Ir | Information ratio | 0.09 |
Aqr Managed 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 Managed for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Aqr Managed Futures 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 maintains about 8.42% of its assets in bonds |
Aqr Managed Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Managed, and Aqr Managed 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 | 16.90 X | ||||
| Price To Book | 1.98 X | ||||
| Price To Sales | 1.51 X | ||||
| Total Asset | 248.65 M | ||||
About Aqr Managed Performance
Evaluating Aqr Managed's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Managed 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 Managed 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 adviser allocates the funds assets among four major asset classes . It gains exposure to asset classes by investing in several hundred futures contracts, futures-related instruments, forwards, swaps and securities including, but not limited to, commodity futures, forwards and swaps currencies, currency futures and forwards equity index futures, equity swaps and volatility futures bond futures and swaps interest rate futures and swaps and credit default index swaps.Things to note about Aqr Managed Futures performance evaluation
Checking the ongoing alerts about Aqr Managed for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Managed Futures 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 8.42% of its assets in bonds |
- Analyzing Aqr Managed'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 Managed's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Managed'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 Managed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Managed's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Managed's mutual fund. These opinions can provide insight into Aqr Managed's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Managed 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 Managed security.
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