Aqr Managed Futures Fund Price on April 5, 2024
| AQMIX Fund | USD 9.04 0.05 0.56% |
Below is the normalized historical share price chart for Aqr Managed Futures extending back to January 05, 2010. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Aqr Managed stands at 9.04, as last reported on the 18th of May 2024, with the highest price reaching 9.04 and the lowest price hitting 9.04 during the day.
If you're considering investing in Aqr Mutual Fund, it is important to understand the factors that can impact its price. We consider Aqr Managed very steady. Aqr Managed Futures 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 Managed Futures, which you can use to evaluate the volatility of the entity. Please confirm Aqr Managed's Mean Deviation of 0.477, risk adjusted performance of 0.066, and Downside Deviation of 0.6689 to double-check if the risk estimate we provide is consistent with the expected return of 0.0812%.
Aqr Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Aqr |
Sharpe Ratio = 0.1272
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | AQMIX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 9 91% of assets perform better |
Based on monthly moving average Aqr Managed is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Aqr Managed by adding it to a well-diversified portfolio.
Aqr Managed Valuation on April 5, 2024
It is possible to determine the worth of Aqr Managed on a given historical date. On April 5, 2024 Aqr was worth 9.2 at the beginning of the trading date compared to the closed value of 9.2. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Aqr Managed mutual fund. Still, in general, we apply an absolute valuation method to find Aqr Managed's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Aqr Managed where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Aqr Managed's related companies.
| Open | High | Low | Close | Volume | |
| 9.13 | 9.13 | 9.13 | 9.13 | 1.00 | |
04/05/2024 | 9.20 | 9.20 | 9.20 | 9.20 | 1.00 |
| 9.19 | 9.19 | 9.19 | 9.19 | 1.00 |
| Backtest Aqr Managed | | | Aqr Managed History | | | Aqr Managed Valuation | Previous | Next |
Aqr Managed Trading Date Momentum on April 5, 2024
| On April 08 2024 Aqr Managed Futures was traded for 9.19 at the closing time. The highest daily price throughout the period was 9.19 and the lowest price was 9.19 . There was no trading activity during the period 1.0. Lack of trading volume on 04/08/2024 added to the next day price reduction. The overall trading delta to closing price of the next trading day was 0.11% . The overall trading delta to current closing price is 1.41% . |
Aqr Managed Futures Fundamentals Correlations and Trends
By evaluating Aqr Managed's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Aqr Managed's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Aqr financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Aqr Managed Mutual Fund history
Aqr Managed investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Aqr is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Aqr Managed Futures will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Aqr Managed stock prices may prove useful in developing a viable investing in Aqr Managed
The adviser allocates the funds assets among four major asset classes . It gains exposure to asset classes by investing in several hundred futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, commodity futures, forwards and swaps currencies, currency futures and forwards equity index futures, equity swaps and volatility futures bond futures and swaps interest rate futures and swaps and credit default index swaps. The fund is non-diversified.
Aqr Managed Mutual Fund Technical Analysis
Aqr Managed 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.
Price Boundaries
Aqr Managed Period Price Range
Low | April 5, 2024
| High |
9.20 | 9.20 |
Aqr Managed May 18, 2024 Market Strength
Market strength indicators help investors to evaluate how Aqr Managed mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aqr Managed shares will generate the highest return on investment. By undertsting and applying Aqr Managed mutual fund market strength indicators, traders can identify Aqr Managed Futures entry and exit signals to maximize returns
Aqr Managed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr Managed's price direction in advance. Along with the technical and fundamental analysis of Aqr Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Aqr to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.066 | |||
| Jensen Alpha | 0.0738 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.41) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Check out Trending Equities 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 gross domestic product. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.