AQR International Manager Performance Evaluation

ANDRX -- USA Fund  

USD 12.53  0.00  0.00%

The organization shows Beta (market volatility) of 0.0314 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 Landscape

If you would invest  1,280  in AQR International Defensive Style R6 on October 16, 2018 and sell it today you would lose (27.00)  from holding AQR International Defensive Style R6 or give up 2.11% of portfolio value over 30 days. AQR International Defensive Style R6 is currently producing negative expected returns and takes up 0.7915% volatility of returns over 30 trading days. Put another way, 7% 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 (%) 
      Risk (%) 
Assuming 30 trading days horizon, AQR International Defensive Style R6 is expected to generate 0.66 times more return on investment than the market. However, the company is 1.52 times less risky than the market. It trades about -0.13 of its potential returns per unit of risk. The DOW is currently generating roughly -0.09 per unit of risk.

AQR International Current Valuation

Fairly Valued
November 15, 2018
12.53
Market Value
12.50
Real Value
Target Odds
  
14.87
Upside
AQR International is not too volatile asset. AQR International shows prevailing Real Value of $12.5 per share. The current price of the fund is $12.53. 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 = -0.1308
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AQR International Relative Performance Indicators

Estimated Market Risk
 0.79
  actual daily
 
 93 %
of total potential
  
Expected Return
 -0.1
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.13
  actual daily
 
 1 %
of total potential
  
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 portfolio.

AQR International Performance Rating

AQR International Defensive Style R6 Risk Adjusted Performance Analysis

0 

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.

AQR International Alerts

Equity Alerts and Improvement Suggestions

AQR International generates negative expected return over the last 30 days
Latest headline from www.talktraders.com: Osisko Gold Royalties Ltd Mover to Observe
The fund holds 95.76% of its assets under management (AUM) in equities

AQR International Performance Indicators

AQR International Basic Price Performance Measures

Fifty Two Week Low12.16
Fifty Two Week High14.11
Annual Report Expense Ratio0.45%
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