Aqr Risk Balanced Modities Fund Technical Analysis
| QRCRX Fund | USD 9.98 0.05 0.50% |
As of the 20th of February, Aqr Risk-balanced shows the Mean Deviation of 0.916, risk adjusted performance of 0.0929, and Downside Deviation of 1.53. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Aqr Risk-balanced, as well as the relationship between them.
Aqr Risk-balanced 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 Risk-balanced '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 Risk-balanced'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 Risk-balanced.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Aqr Risk-balanced on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr Risk Balanced Modities or generate 0.0% return on investment in Aqr Risk-balanced over 90 days. Aqr Risk-balanced is related to or competes with Aqr Large, Aqr Large, Aqr International, Aqr International, Aqr International, Aqr Long-short, and Aqr Long-short. The fund pursues its investment objective by allocating assets among various commodity sectors , precious and base metal... More
Aqr Risk-balanced 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 Risk-balanced'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 Risk Balanced Modities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.0651 | |||
| Maximum Drawdown | 7.28 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.99 |
Aqr Risk-balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Risk-balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Risk-balanced's standard deviation. In reality, there are many statistical measures that can use Aqr Risk-balanced historical prices to predict the future Aqr Risk-balanced's volatility.| Risk Adjusted Performance | 0.0929 | |||
| Jensen Alpha | 0.1131 | |||
| Total Risk Alpha | 0.0476 | |||
| Sortino Ratio | 0.0528 | |||
| Treynor Ratio | 0.3389 |
Aqr Risk-balanced February 20, 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 | 0.0929 | |||
| Market Risk Adjusted Performance | 0.3489 | |||
| Mean Deviation | 0.916 | |||
| Semi Deviation | 1.33 | |||
| Downside Deviation | 1.53 | |||
| Coefficient Of Variation | 859.86 | |||
| Standard Deviation | 1.24 | |||
| Variance | 1.54 | |||
| Information Ratio | 0.0651 | |||
| Jensen Alpha | 0.1131 | |||
| Total Risk Alpha | 0.0476 | |||
| Sortino Ratio | 0.0528 | |||
| Treynor Ratio | 0.3389 | |||
| Maximum Drawdown | 7.28 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.99 | |||
| Downside Variance | 2.34 | |||
| Semi Variance | 1.77 | |||
| Expected Short fall | (0.94) | |||
| Skewness | (1.13) | |||
| Kurtosis | 3.18 |
Aqr Risk Balanced Backtested Returns
Aqr Risk-balanced appears to be not too volatile, given 3 months investment horizon. Aqr Risk Balanced secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aqr Risk Balanced Modities, which you can use to evaluate the volatility of the entity. Please makes use of Aqr Risk-balanced's Downside Deviation of 1.53, mean deviation of 0.916, and Risk Adjusted Performance of 0.0929 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aqr Risk-balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Risk-balanced is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
Aqr Risk Balanced Modities has very weak reverse predictability. Overlapping area represents the amount of predictability between Aqr Risk-balanced time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Risk Balanced price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Aqr Risk-balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Aqr Risk-balanced 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 Risk Balanced Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Aqr Risk Balanced volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Aqr Risk-balanced 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 Risk Balanced Modities 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 Risk Balanced Modities based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Aqr Risk Balanced price pattern first instead of the macroeconomic environment surrounding Aqr Risk Balanced. By analyzing Aqr Risk-balanced'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 Risk-balanced'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 Risk-balanced specific price patterns or momentum indicators. Please read more on our technical analysis page.
Aqr Risk-balanced February 20, 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 | 0.0929 | |||
| Market Risk Adjusted Performance | 0.3489 | |||
| Mean Deviation | 0.916 | |||
| Semi Deviation | 1.33 | |||
| Downside Deviation | 1.53 | |||
| Coefficient Of Variation | 859.86 | |||
| Standard Deviation | 1.24 | |||
| Variance | 1.54 | |||
| Information Ratio | 0.0651 | |||
| Jensen Alpha | 0.1131 | |||
| Total Risk Alpha | 0.0476 | |||
| Sortino Ratio | 0.0528 | |||
| Treynor Ratio | 0.3389 | |||
| Maximum Drawdown | 7.28 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.99 | |||
| Downside Variance | 2.34 | |||
| Semi Variance | 1.77 | |||
| Expected Short fall | (0.94) | |||
| Skewness | (1.13) | |||
| Kurtosis | 3.18 |
Aqr Risk Balanced One Year Return
Based on the recorded statements, Aqr Risk Balanced Modities has an One Year Return of 18.3569%. This is 253.49% lower than that of the AQR Funds family and significantly higher than that of the Commodities Broad Basket 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 Risk-balanced February 20, 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 | 9.98 | ||
| Day Typical Price | 9.98 | ||
| Price Action Indicator | 0.03 |
Other Information on Investing in Aqr Mutual Fund
Aqr Risk-balanced 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 Risk-balanced security.
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