Aqr Managed Financials
| QMHRX Fund | USD 9.24 0.05 0.54% |
Aqr |
Please note that past performance is not an indicator of the future performance of Aqr Managed, its manager's success, or the effectiveness of its strategy. The performance results shown here may have been adversely or favorably impacted by events and economic conditions that may not prevail in the future. Therefore, you must use caution to infer that these results indicate any fund, manager, or strategy's future performance. Investment returns and principal value will fluctuate so that investors' shares, when sold, may be worth more or less than their original cost.
Aqr Managed Fund Summary
Aqr Managed competes with California Bond, Ab Bond, Artisan High, Nuveen Limited, and Ab Global. The fund allocates its assets among four major asset classes . Aqr Managed is traded on NASDAQ Exchange in the United States.Specialization | Systematic Trend, Large |
| Instrument | USA Mutual Fund View All |
| Exchange | NMFQS Exchange |
| ISIN | US00191K7081 |
| Business Address | AQR Funds |
| Mutual Fund Family | AQR Funds |
| Mutual Fund Category | Systematic Trend |
| Benchmark | NYSE Composite |
| Phone | 866 290 2688 |
| Currency | USD - US Dollar |
You should never invest in Aqr Managed Futures without having analyzed available financial metrics that contribute to the net asset value (NAV) of the fund. Do not rely on someone else's analysis or guesses about the future performance of Aqr Mutual Fund, because this is throwing your money away. Analyzing the key information contained in Aqr Managed's prospectus and an annual reports, can give you an edge over other investors and help to ensure that your investments perform well for you.
Aqr Managed Key Financial Ratios
Generally speaking, Aqr Managed's financial ratios allow both analysts and investors to convert raw data from Aqr Managed's financial statements into concise, actionable information that can be used to evaluate the performance of Aqr Managed over time and compare it to other companies across industries. There are many critical financial ratios that investors are exposed to on a daily basis, but they are usually grouped into few meaningful categories from each financial statement that Aqr Managed Futures reports annually and quarterly.Aqr Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Aqr Managed's current stock value. Our valuation model uses many indicators to compare Aqr Managed value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Aqr Managed competition to find correlations between indicators driving Aqr Managed's intrinsic value. More Info.Aqr Managed Futures is rated top fund in price to earning among similar funds. It is rated top fund in price to book among similar funds fabricating about 0.12 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Aqr Managed Futures is roughly 8.54 . Comparative valuation analysis is a catch-all model that can be used if you cannot value Aqr Managed by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for Aqr Managed's Mutual Fund. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Aqr Managed's earnings, one of the primary drivers of an investment's value.Aqr Managed Futures Systematic Risk
Aqr Managed's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Aqr Managed volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. The Beta measures systematic risk based on how returns on Aqr Managed Futures correlated with the market. If Beta is less than 0 Aqr Managed generally moves in the opposite direction as compared to the market. If Aqr Managed Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Aqr Managed Futures is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Aqr Managed is generally in the same direction as the market. If Beta > 1 Aqr Managed moves generally in the same direction as, but more than the movement of the benchmark.
Aqr Managed April 23, 2024 Opportunity Range
Along with financial statement analysis, the daily predictive indicators of Aqr Managed help investors to analyze its daily demand and supply, volume, patterns, and price swings to determine the real value of Aqr Managed Futures. We use our internally-developed statistical techniques to arrive at the intrinsic value of Aqr Managed Futures based on widely used predictive technical indicators. In general, we focus on analyzing Aqr Mutual Fund price patterns and their correlations with different microeconomic environment and drivers. We also apply predictive analytics to build Aqr Managed's daily price indicators and compare them against related drivers.
| Downside Deviation | 0.6379 | |||
| Information Ratio | 0.2722 | |||
| Maximum Drawdown | 3.81 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.73 |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Aqr Managed Futures. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.