Aqr Small Cap Fund Technical Analysis
| ASMNX Fund | USD 22.30 0.29 1.32% |
As of the 15th of February 2026, Aqr Small shows the Mean Deviation of 1.34, downside deviation of 1.81, and Risk Adjusted Performance of 0.0486. Aqr Small Cap technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Aqr Small Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Aqr, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AqrAqr |
Aqr Small 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Aqr Small's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Aqr Small.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Aqr Small on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr Small Cap or generate 0.0% return on investment in Aqr Small over 90 days. Aqr Small is related to or competes with Locorr Dynamic, Vanguard Diversified, Ultra-short Fixed, Us Vector, Artisan Select, Rationalrgn Hedged, and Qs International. The fund pursues a momentum investment style by investing primarily in equity or equity-related securities of small-cap ... More
Aqr Small Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Aqr Small's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Aqr Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | 0.0123 | |||
| Maximum Drawdown | 6.98 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 2.22 |
Aqr Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Small's standard deviation. In reality, there are many statistical measures that can use Aqr Small historical prices to predict the future Aqr Small's volatility.| Risk Adjusted Performance | 0.0486 | |||
| Jensen Alpha | 5.0E-4 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0115 | |||
| Treynor Ratio | 0.0603 |
Aqr Small February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0486 | |||
| Market Risk Adjusted Performance | 0.0703 | |||
| Mean Deviation | 1.34 | |||
| Semi Deviation | 1.72 | |||
| Downside Deviation | 1.81 | |||
| Coefficient Of Variation | 1862.06 | |||
| Standard Deviation | 1.69 | |||
| Variance | 2.86 | |||
| Information Ratio | 0.0123 | |||
| Jensen Alpha | 5.0E-4 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0115 | |||
| Treynor Ratio | 0.0603 | |||
| Maximum Drawdown | 6.98 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 2.22 | |||
| Downside Variance | 3.27 | |||
| Semi Variance | 2.96 | |||
| Expected Short fall | (1.36) | |||
| Skewness | (0.15) | |||
| Kurtosis | 0.1625 |
Aqr Small Cap Backtested Returns
Aqr Small appears to be very steady, given 3 months investment horizon. Aqr Small Cap secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aqr Small Cap, which you can use to evaluate the volatility of the entity. Please makes use of Aqr Small's Risk Adjusted Performance of 0.0486, mean deviation of 1.34, and Downside Deviation of 1.81 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.34, 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 Small will likely underperform.
Auto-correlation | 0.59 |
Modest predictability
Aqr Small Cap has modest predictability. Overlapping area represents the amount of predictability between Aqr Small time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aqr Small Cap price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Aqr Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Aqr Small technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Aqr Small Cap Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for Aqr Small Cap across different markets.
About Aqr Small Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Aqr Small Cap on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Aqr Small Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Aqr Small Cap price pattern first instead of the macroeconomic environment surrounding Aqr Small Cap. By analyzing Aqr Small's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Aqr Small's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Aqr Small specific price patterns or momentum indicators. Please read more on our technical analysis page.
Aqr Small February 15, 2026 Technical Indicators
Most technical analysis of Aqr help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Aqr from various momentum indicators to cycle indicators. When you analyze Aqr charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0486 | |||
| Market Risk Adjusted Performance | 0.0703 | |||
| Mean Deviation | 1.34 | |||
| Semi Deviation | 1.72 | |||
| Downside Deviation | 1.81 | |||
| Coefficient Of Variation | 1862.06 | |||
| Standard Deviation | 1.69 | |||
| Variance | 2.86 | |||
| Information Ratio | 0.0123 | |||
| Jensen Alpha | 5.0E-4 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0115 | |||
| Treynor Ratio | 0.0603 | |||
| Maximum Drawdown | 6.98 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 2.22 | |||
| Downside Variance | 3.27 | |||
| Semi Variance | 2.96 | |||
| Expected Short fall | (1.36) | |||
| Skewness | (0.15) | |||
| Kurtosis | 0.1625 |
Aqr Small Cap One Year Return
Based on the recorded statements, Aqr Small Cap has an One Year Return of 20.6722%. This is 272.84% lower than that of the AQR Funds family and significantly higher than that of the Small Growth category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Aqr Small February 15, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Aqr stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 22.30 | ||
| Day Typical Price | 22.30 | ||
| Price Action Indicator | 0.14 |
Other Information on Investing in Aqr Mutual Fund
Aqr Small 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 Small security.
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |