AQR International Backtesting

Macroaxis considers AQR International not too volatile given 2 months investment horizon. AQR International secures Sharpe Ratio (or Efficiency) of 0.3582 which signifies that the fund had 0.3582% of return per unit of risk over the last 2 months. Our philosophy in foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for AQR International Defensive Style R6 which you can use to evaluate future volatility of the entity. Please makes use of AQR International Risk Adjusted Performance of 0.1637 and Mean Deviation of 0.581 to double-check if our risk estimates are consistent with your expectations. The organization shows Beta (market volatility) of -0.0387 which signifies that as returns on market increase, returns on owning AQR International are expected to decrease at a much smaller rate. During bear market, AQR International is likely to outperform the market. Although it is extremely important to respect AQR International historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing AQR International technical indicators you can now evaluate if the expected return of 0.2301% will be sustainable into the future.