Aqr Managed Futures Fund Quote
| QMHRX Fund | USD 9.35 0.11 1.19% |
Performance31 of 100
| Odds Of DistressLess than 11
|
Aqr Managed is trading at 9.35 as of the 16th of April 2024; that is 1.19 percent up since the beginning of the trading day. The fund's open price was 9.24. Aqr Managed has less than a 11 % chance of experiencing some financial distress in the next two years of operation and had a very strong performance during the last 90 days. Equity ratings for Aqr Managed Futures are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 17th of March 2024 and ending today, the 16th of April 2024. Click here to learn more.
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. More on Aqr Managed Futures
Moving together with Aqr Mutual Fund
| 0.94 | AMONX | Aqr Large Cap | PairCorr |
| 0.94 | AMOMX | Aqr Large Cap | PairCorr |
| 0.9 | QLENX | Aqr Long Short | PairCorr |
| 0.9 | QLERX | Aqr Long Short | PairCorr |
| 1.0 | QMHIX | Aqr Managed Futures Steady Growth | PairCorr |
Aqr Mutual Fund Highlights
Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. Aqr Managed's investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding Aqr Managed or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.
| Fund Concentration | AQR Funds, Large Funds, Systematic Trend Funds, Systematic Trend, AQR Funds, Large Blend, Systematic Trend (View all Sectors) |
| Update Date | 31st of March 2024 |
Aqr Managed Futures [QMHRX] is traded in USA and was established 16th of April 2024. Aqr Managed is listed under AQR Funds category by Fama And French industry classification. The fund is listed under Systematic Trend category and is part of AQR Funds family. This fund at this time has accumulated 628.13 M in assets with minimum initial investment of 50 M. Aqr Managed Futures is currently producing year-to-date (YTD) return of 19.38% with the current yeild of 0.07%, while the total return for the last 3 years was 19.31%.
Check Aqr Managed Probability Of Bankruptcy
Instrument Allocation
Sector Allocation
Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on Aqr Mutual Fund. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding Aqr Mutual Fund, and the less return is expected.
Institutional investors that are interested in enforcing a sector tilt in their portfolio can use exchange-traded funds, such as Aqr Managed Futures Mutual Fund, as a low-cost alternative to building a custom portfolio. So, using sector ETFs to diversify your portfolio can be a profitable strategy. However, no matter what sectors are desirable at a given time, no single industry should ever make up more than 20 percent of your stock portfolio.
Aqr Managed Target Price Odds Analysis
Based on a normal probability distribution, the odds of Aqr Managed jumping above the current price in 90 days from now is about 5.09%. The Aqr Managed Futures probability density function shows the probability of Aqr Managed mutual fund to fall within a particular range of prices over 90 days. Assuming the 90 days horizon Aqr Managed has a beta of 0.175 indicating as returns on the market go up, Aqr Managed average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Aqr Managed Futures will be expected to be much smaller as well. Additionally, aqr Managed Futures has an alpha of 0.2809, implying that it can generate a 0.28 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
Based on a normal probability distribution, the odds of Aqr Managed to move above the current price in 90 days from now is about 5.09 (This Aqr Managed Futures probability density function shows the probability of Aqr Mutual Fund to fall within a particular range of prices over 90 days) .
Aqr Managed Top Holders
| QDSRX | Aqr Diversifying Strategies | Mutual Fund | Multistrategy |
| QDSNX | Aqr Diversifying Strategies | Mutual Fund | Multistrategy |
| QDSIX | Aqr Diversifying Strategies | Mutual Fund | Multistrategy |
Aqr Managed Futures Risk Profiles
Investors will always prefer to have the highest possible return on investment while minimizing volatility. Aqr Managed market risk premium is the additional return an investor will receive from holding Aqr Managed long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Aqr Managed. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although Aqr Managed's alpha and beta are two of the key measurements used to evaluate Aqr Managed's performance over the market, the standard measures of volatility play an important role as well.
| Mean Deviation | 0.6733 | |||
| Semi Deviation | 0.2426 | |||
| Standard Deviation | 0.8534 | |||
| Variance | 0.7284 |
Aqr Managed Against Markets
Picking the right benchmark for Aqr Managed mutual fund is fundamental to making educated investment choices. Many naive investors compare their positions with the S&P 500 or with the Nasdaq. But these benchmarks are not all-inclusive and generally should be used only for large-capitalization equities or stock offerings from large companies. When the price of a selected benchmark declines in a down market, there may be an uptick in Aqr Managed mutual fund price where buyers come in believing the asset is cheap. The opposite is true when the market is bullish; so, accurately picking the benchmark for Aqr Managed is critical whether you are bullish or bearish towards Aqr Managed Futures at a given time. Please also check how Aqr Managed's historical prices are related to one of the top price index indicators.
Be your own money manager
Our tools can tell you how much better you can do entering a position in Aqr Managed without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
Run AI Portfolio Architect Now
AI Portfolio ArchitectUse AI to generate optimal portfolios and find profitable investment opportunities |
| All Next | Launch Module |
How to buy Aqr Mutual Fund?
Before investing in Aqr Managed, you must ensure you fully understand your financial goals and how diversified (or not) your overall investments are now. Then, after you clearly understand your investment objectives, consider investing in Aqr Managed. To buy Aqr Managed fund, you can follow these steps:- Choose a brokerage firm: You need to select a brokerage firm to buy shares of Aqr Managed. Some popular options include Charles Schwab, Fidelity, TD Ameritrade, and Robinhood.
- Open an account: Once you have chosen a brokerage firm, you will need to open an account. You will be required to provide personal information, such as your name, address, and Social Security number.
- Fund your account: You will need to deposit funds into your brokerage account to purchase Aqr Managed fund. You can do this by transferring funds from your bank account or other investment accounts.
- Place your order: Once you have located Aqr Managed Futures fund in your brokerage account, you can place your order to buy it. You will need to specify the number of shares you want to buy and the price you are willing to pay.
- Monitor your investment: After you have purchased Aqr Managed Futures fund, you should monitor your investment to track its performance and make informed decisions about buying, selling, or holding the fund
It's important to note that investing in stocks, such as Aqr Managed Futures, carries risks, and you should carefully consider your investment goals and risk tolerance before making any investment decisions. Also, remember various factors, including economic indicators, change in net worth, political events, company-specific news, and investor sentiment, can influence the stock market. These factors can cause fluctuations in fund prices and lead to market volatility affecting your buy or sell decision. However, volatility can also present opportunities for investors to make gains by buying stocks when prices are low and selling when they are high. It's important for investors to have a long-term perspective and a well-diversified portfolio to manage the impact of stock market volatility on their investments.
Already Invested in Aqr Managed Futures?
The danger of trading Aqr Managed Futures is mainly related to its market volatility and Mutual Fund specific events. As an investor, you must understand the concept of risk-adjusted return before you start trading. The most common way to measure the risk of Aqr Managed is by using the Sharpe ratio. The ratio expresses how much excess return you acquire for the extra volatility you endure for holding a more risker asset than Aqr Managed. The Sharpe ratio is calculated by using standard deviation and excess return to determine reward per unit of risk. To understand how volatile Aqr Managed Futures is, you must compare it to a benchmark. Traditionally, the risk-free rate of return is the rate of return on the shortest-dated U.S. Treasury, such as a 3-year bond.
Check out Your Equity Center 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 metropolitan statistical area. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.