AQR International Manager Performance Evaluation

ANDRX -- USA Fund  

USD 13.31  0.01  0.08%

The organization shows Beta (market volatility) of 0.0285 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.. 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 0.0467% will be sustainable into the future.
Horizon     30 Days    Login   to change

AQR International Relative Risk vs. Return Landscape

If you would invest  1,319  in AQR International Defensive Style R6 on August 23, 2018 and sell it today you would earn a total of  12.00  from holding AQR International Defensive Style R6 or generate 0.91% return on investment over 30 days. AQR International Defensive Style R6 is currently producing 0.0467% returns and takes up 0.5414% volatility of returns over 30 trading days. Put another way, 4% 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 4.25 times less return on investment than the market. In addition to that, the company is 1.2 times more volatile than its market benchmark. It trades about 0.09 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.44 per unit of volatility.

AQR International Current Valuation

Fairly Valued
September 22, 2018
13.31
Market Value
13.28
Real Value
Target Odds
  
14.90
Upside
AQR International is not too volatile asset. AQR International shows prevailing Real Value of $13.28 per share. The current price of the fund is $13.31. 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 = 0.0862
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AQR International Relative Performance Indicators

Estimated Market Risk
 0.54
  actual daily
 
 96 %
of total potential
  
Expected Return
 0.05
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.09
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average AQR International is performing at about 5% 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

5 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in AQR International Defensive Style R6 are ranked lower than 5 (%) of all funds and portfolios of funds over the last 30 days.

AQR International Alerts

Equity Alerts and Improvement Suggestions

Latest headline from www.thewellesleysnews.com: Analyst Research and Ratings Crinetics Pharmaceuticals, Inc. , Qwest Corp. NT 100154
The fund holds 93.91% of its assets under management (AUM) in equities

AQR International Performance Indicators

AQR International Basic Price Performance Measures

Fifty Two Week Low12.94
Fifty Two Week High14.11
Annual Report Expense Ratio0.45%
Check also Trending Equities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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