The organization shows Beta (market volatility) of 0.2185 which signifies that as returns on market increase, AQR International returns are expected to increase less than the market. However during bear market, the loss on holding AQR International will be expected to be smaller as well. . Even though it is essential to pay attention to AQR International historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. AQR International Defensive Style R6 exposes twenty-one different technical indicators which can help you to evaluate its performance.
|Horizon||30 Days Login to change|
AQR International Relative Risk vs. Return LandscapeIf you would invest 1,233 in AQR International Defensive Style R6 on December 17, 2018 and sell it today you would lose (23.00) from holding AQR International Defensive Style R6 or give up 1.87% of portfolio value over 30 days. AQR International Defensive Style R6 is currently producing negative expected returns and takes up 0.9995% volatility of returns over 30 trading days. Put another way, 9% 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 Current Valuation
AQR International is not too volatile asset. AQR International shows prevailing Real Value of $12.13 per share. The current price of the fund is $12.15. At this time the entity appears to be fairly valued. We determine the value of AQR International from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point future time assets prices and their ongoing real values will blend.
AQR International Market Risk Analysis
Sharpe Ratio = -0.0447
AQR International Relative Performance Indicators
Estimated Market Risk
Risk-Adjusted Fund PerformanceOver the last 30 days AQR International Defensive Style R6 has generated negative risk-adjusted returns adding no value to fund investors.
|Fifty Two Week Low||11.49|
|Fifty Two Week High||14.11|
|Annual Report Expense Ratio||0.45%|