Aqr Managed Futures Fund Manager Performance Evaluation
QMHRX Fund | USD 9.32 0.05 0.54% |
The fund shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Managed is expected to be smaller as well.
Risk-Adjusted Performance
28 of 100
Weak | Strong |
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr Managed Futures are ranked lower than 28 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Aqr Managed showed solid returns over the last few months and may actually be approaching a breakup point.
...moreExpense Ratio | 1.5800 |
Aqr |
Aqr Managed Relative Risk vs. Return Landscape
If you would invest 769.00 in Aqr Managed Futures on January 20, 2024 and sell it today you would earn a total of 163.00 from holding Aqr Managed Futures or generate 21.2% return on investment over 90 days. Aqr Managed Futures is currently producing 0.3092% returns and takes up 0.8572% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than Aqr, and 94% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
Risk |
Aqr Managed Current Valuation
Undervalued
Today
Please note that Aqr Managed's price fluctuation is very steady at this time. At this time, the entity appears to be undervalued. Aqr Managed Futures shows a prevailing Real Value of $9.87 per share. The current price of the fund is $9.32. We determine the value of Aqr Managed Futures from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Our valuation method for Aqr Managed Futures is useful when determining the fair value of the Aqr mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Aqr Managed. Since Aqr Managed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Managed's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. Historical | Market 9.32 | Real 9.87 | Hype 9.27 | Naive 9.14 |
The real value of Aqr Mutual Fund, also known as its intrinsic value, is the underlying worth of Aqr Managed Futures Mutual Fund, which is reflected in its stock price. It is based on Aqr Managed's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Aqr Managed's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Aqr Managed's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Aqr Managed Futures helps investors to forecast how Aqr mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Aqr Managed more accurately as focusing exclusively on Aqr Managed's fundamentals will not take into account other important factors: Aqr Managed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Managed's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Managed Futures, and traders can use it to determine the average amount a Aqr Managed's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.3607
Best Portfolio | Best Equity | |||
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Small Returns | QMHRX | |||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
0.86 actual daily | 7 93% of assets are more volatile |
Expected Return
0.31 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
0.36 actual daily | 28 72% of assets perform better |
Based on monthly moving average Aqr Managed is performing at about 28% 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 Managed by adding it to a well-diversified portfolio.
Aqr Managed Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Managed, and Aqr Managed fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Aqr Mutual Fund performance.
Price To Earning | 16.90 X | ||||
Price To Book | 1.98 X | ||||
Price To Sales | 1.51 X | ||||
Total Asset | 114.13 M | ||||
About Aqr Managed Performance
To evaluate Aqr Managed Futures Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Aqr Managed generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Aqr Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Aqr Managed Futures market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Aqr's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.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. The fund is non-diversified.Things to note about Aqr Managed Futures performance evaluation
Checking the ongoing alerts about Aqr Managed for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Managed Futures help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.The fund maintains about 48.78% of its assets in cash |
- Analyzing Aqr Managed's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Aqr Managed's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Managed's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Aqr Managed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Managed's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Managed's mutual fund. These opinions can provide insight into Aqr Managed's potential for growth and whether the stock is currently undervalued or overvalued.
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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.