Aqr Small Cap Fund Technical Analysis
| QSERX Fund | USD 21.45 -0.43 -1.97% |
As of the 7th of May, AQR SMALL prints 21.45 per share on the tape. Available indicator data includes Risk Adjusted Performance of 0.1496, mean deviation of 1.03, and Downside Deviation of 1.51. Market dynamics are evaluated through structured indicator analysis. Indicator dispersion is evaluated across similar market participants.
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 SMALL, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AQR SMALLAQR SMALL |
What-If Analysis
Running a what-if backtest on Aqr Small Cap provides a practical way to test how changes in horizon, position size, or market timing might have affected the result. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 02/06/2026 |
| 05/07/2026 |
Investing 0.00 in AQR SMALL starting February 6, 2026 and holding to today would generate 0.00 in net return. That works out to a 0.0% net return in AQR SMALL on balance over a 90 day period. AQR SMALL competes with or is related to NUVEEN WINSLOW, T ROWE, JANUS TRITON, MERIDIAN SMALL, Voya Large, NATIONWIDE GROWTH, and STADION TACTICAL. The fund pursues its investment objective by investing, under normal market conditions, at least 80 percent of its net a... More
Upside and Downside Indicators for AQR SMALL Signals
Recent price range behavior for AQR SMALL is summarized through upside and downside momentum indicators. The ratio of upside to downside range captures the prevailing momentum bias.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.1375 | |||
| Maximum Drawdown | 6.02 | |||
| Value At Risk | -2.10 | |||
| Potential Upside | 2.48 |
Market Risk Indicators for AQR SMALL Dashboard
Historical risk measures for AQR SMALL describe how the price has varied across observation periods. Comparing realized volatility to implied volatility (where available) reveals whether the market expects conditions to change.| Risk Adjusted Performance | 0.1496 | |||
| Jensen Alpha | 0.1852 | |||
| Total Risk Alpha | 0.183 | |||
| Sortino Ratio | 0.1243 | |||
| Treynor Ratio | 0.1657 |
The mean reversion effect in AQR SMALL is stronger when the initial deviation was driven by sentiment rather than fundamentals. Such deviations have sometimes corrected when the initial catalyst fades, though timing remains uncertain. The degree to which AQR SMALL's exhibits mean reversion depends on how efficiently the market prices new information. Short-term deviations tend to persist and even widen before correcting, making allocation calibration important.
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 | 0.1496 | |||
| Market Risk Adjusted Performance | 0.1757 | |||
| Mean Deviation | 1.03 | |||
| Semi Deviation | 1.12 | |||
| Downside Deviation | 1.51 | |||
| Coefficient Of Variation | 657.3 | |||
| Standard Deviation | 1.36 | |||
| Variance | 1.85 | |||
| Information Ratio | 0.1375 | |||
| Jensen Alpha | 0.1852 | |||
| Total Risk Alpha | 0.183 | |||
| Sortino Ratio | 0.1243 | |||
| Treynor Ratio | 0.1657 | |||
| Maximum Drawdown | 6.02 | |||
| Value At Risk | -2.10 | |||
| Potential Upside | 2.48 | |||
| Downside Variance | 2.27 | |||
| Semi Variance | 1.25 | |||
| Expected Short fall | -1.05 | |||
| Skewness | 0.1262 | |||
| Kurtosis | 0.0971 |
Aqr Small Cap Backtested Returns
AQR SMALL holds a very low volatility profile within the selected horizon. It has a Sharpe Ratio of 0.1, which indicates that 0.1 units of return per unit of risk over the last 3 months. We identified twenty-seven technical indicators supporting this volatility profile. Please examine metrics such as risk-adjusted performance of 0.1496, mean deviation of 1.03, and Downside Deviation of 1.51 to confirm risk-return consistency. The fund retains a Beta (Market Sensitivity) of 1.19, which means elevated sensitivity to broad market movements. With a beta above 1, AQR SMALL typically delivers outsized gains in rising markets at the cost of steeper drawdowns.
Auto-correlation | -0.81 |
Excellent reverse predictability
Comparing AQR SMALL's price behavior from 6th of February 2026 to 23rd of March 2026 with the period from 23rd of March 2026 to 7th of May 2026 produces excellent reverse predictability. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Aqr Small Cap may be projected. The coefficient of -0.81 links around 81.0% of AQR SMALL's present price action to its own historical movements. Given that Aqr Small Cap has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 1.01 |
The model reviews AQR SMALL using price movement and volume trends. The dataset includes signals based on trend and relative strength.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. 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 Small Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of AQR SMALL focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Momentum regimes can shift quickly when liquidity conditions change.
Aqr Small Cap analytics rely on fund disclosures and market reference feeds, with quality checks and normalization applied.
Editorial review and methodology oversight provided by: Gabriel Shpitalnik, Member of Macroaxis Editorial Board
Technical Indicators
Investors following Aqr Small Cap often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. A disciplined technical workflow separates stronger setups from noisier price action.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1496 | |||
| Market Risk Adjusted Performance | 0.1757 | |||
| Mean Deviation | 1.03 | |||
| Semi Deviation | 1.12 | |||
| Downside Deviation | 1.51 | |||
| Coefficient Of Variation | 657.3 | |||
| Standard Deviation | 1.36 | |||
| Variance | 1.85 | |||
| Information Ratio | 0.1375 | |||
| Jensen Alpha | 0.1852 | |||
| Total Risk Alpha | 0.183 | |||
| Sortino Ratio | 0.1243 | |||
| Treynor Ratio | 0.1657 | |||
| Maximum Drawdown | 6.02 | |||
| Value At Risk | -2.10 | |||
| Potential Upside | 2.48 | |||
| Downside Variance | 2.27 | |||
| Semi Variance | 1.25 | |||
| Expected Short fall | -1.05 | |||
| Skewness | 0.1262 | |||
| Kurtosis | 0.0971 |
Aqr Small Cap One Year Return
With One Year Return at 48.4229%, AQR SMALL sits way above the AQR Funds family average and notably above the Small Blend category average. AQR SMALL's one year return is notably higher than the all United States funds average.
Although One Year Fund Return reflects overall fund short-term performance, 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.May 7, 2026 Daily Trend Indicators
Investors following Aqr Small Cap often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. A disciplined technical workflow separates stronger setups from noisier price action.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 21.45 | ||
| Day Typical Price | 21.45 | ||
| Price Action Indicator | -0.21 |