The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and AQR International are completely uncorrelated. 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 0.0% will be sustainable into the future.
Risk-Adjusted Fund Performance
Over the last 30 days AQR International Defensive Style R6 has generated negative risk-adjusted returns adding no value to fund investors. Inspite fairly strong basic indicators, AQR International is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
|Fifty Two Week Low||11.49|
|Fifty Two Week High||13.71|
|Annual Report Expense Ratio||0.45%|
AQR International Relative Risk vs. Return Landscape
If you would invest (100.00)
in AQR International Defensive Style R6 on May 20, 2019
and sell it today you would earn a total of 100.00
from holding AQR International Defensive Style R6 or generate -100.0%
return on investment over 30
days. AQR International Defensive Style R6 is currently producing negative expected returns and takes up 0.0% volatility of returns over 30 trading days. Put another way, 0% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
AQR International Market Risk Analysis
Sharpe Ratio = 0.0
Based on monthly moving average AQR International is performing at about 0% 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 International
by adding it to a well-diversified