Aqr Managed Futures Fund Three Year Return
| AQMRX Fund | USD 9.28 0.03 0.32% |
Aqr Managed Futures fundamentals help investors to digest information that contributes to Aqr Managed's financial success or failures. It also enables traders to predict the movement of Aqr Mutual Fund. The fundamental analysis module provides a way to measure Aqr Managed's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Aqr Managed mutual fund.
Aqr |
Aqr Managed Futures Mutual Fund Three Year Return Analysis
Aqr Managed's Tree Year Return shows the total annualized return generated from holding a fund or ETFs for the last three years. The return measure includes capital appreciation, losses, dividends paid, and all capital gains distributions. This return indicator is considered by many investors to be solid measures of fund mid-term performance.
More About Three Year Return | All Equity Analysis
Three Year Return | = | (Mean of Monthly Returns - 1) | X | 100% |
Current Aqr Managed Three Year Return | 14.81 % |
Most of Aqr Managed's fundamental indicators, such as Three Year Return, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Aqr Managed Futures is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
Although Three Year Fund Return indicator can give a sense of overall fund mid-term potential, it is recommended to compare fund performances against other similar funds, ETFs, or market benchmarks for the same 3 year interval.
| Competition |
Based on the latest financial disclosure, Aqr Managed Futures has a Three Year Return of 14.8071%. This is much higher than that of the AQR Funds family and significantly higher than that of the Systematic Trend category. The three year return for all United States funds is notably lower than that of the firm.
Aqr Three Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Aqr Managed's direct or indirect competition against its Three Year Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Aqr Managed could also be used in its relative valuation, which is a method of valuing Aqr Managed by comparing valuation metrics of similar companies.Aqr Managed is currently under evaluation in three year return among similar funds.
Aqr Fundamentals
| Price To Earning | 17.30 X | ||||
| Price To Book | 2.05 X | ||||
| Price To Sales | 1.52 X | ||||
| Total Asset | 1.47 B | ||||
| Annual Yield | 0.08 % | ||||
| Year To Date Return | 13.54 % | ||||
| One Year Return | 19.81 % | ||||
| Three Year Return | 14.81 % | ||||
| Five Year Return | 9.25 % | ||||
| Ten Year Return | 0.91 % | ||||
| Net Asset | 8.73 B | ||||
| Last Dividend Paid | 0.43 | ||||
| Cash Position Weight | (317.24) % | ||||
| Equity Positions Weight | 0.14 % | ||||
| Bond Positions Weight | 14.46 % |
About Aqr Managed Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Aqr Managed Futures's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Aqr Managed using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Aqr Managed Futures based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Aqr Managed
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Aqr Managed position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Aqr Managed will appreciate offsetting losses from the drop in the long position's value.Moving together with Aqr Mutual Fund
| 0.86 | AMONX | Aqr Large Cap Potential Growth | PairCorr |
| 0.86 | AMOMX | Aqr Large Cap Potential Growth | PairCorr |
The ability to find closely correlated positions to Aqr Managed could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Aqr Managed when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Aqr Managed - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Aqr Managed Futures to buy it.
The correlation of Aqr Managed is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Aqr Managed moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Aqr Managed Futures moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Aqr Managed can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Trending Equities 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 Share Portfolio module to track or share privately all of your investments from the convenience of any device.