Aqr Managed Financials
| QMHIX Fund | USD 8.13 0.09 1.09% |
AQR |
Please note that you must use caution to infer results of funds future performance. Investment returns and principal value will fluctuate so that investors' shares, when sold, may be worth more or less than their original cost.
Aqr Managed Fund Summary
Aqr Managed competes with Aqr Large, Aqr Large, Aqr International, Aqr International, and Aqr International. 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.Specialization | Systematic Trend, Large |
| Instrument | USA Mutual Fund View All |
| Exchange | NMFQS Exchange |
| ISIN | US00203H4618 |
| Business Address | AQR Funds |
| Mutual Fund Family | AQR Funds |
| Mutual Fund Category | Systematic Trend |
| Benchmark | Dow Jones Industrial |
| Phone | 866 290 2688 |
| Currency | USD - US Dollar |
Aqr Managed Key Financial Ratios
AQR Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Aqr Managed's current stock value. Our valuation model uses many indicators to compare Aqr Managed value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Aqr Managed competition to find correlations between indicators driving Aqr Managed's intrinsic value. More Info.Aqr Managed Futures is rated third largest fund in price to earning among similar funds. It also is rated third largest fund in price to book among similar funds fabricating about 0.12 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Aqr Managed Futures is roughly 8.54 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Aqr Managed's earnings, one of the primary drivers of an investment's value.Aqr Managed Futures Systematic Risk
Aqr Managed's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Aqr Managed volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.
The output start index for this execution was ten with a total number of output elements of fifty-one. The Beta measures systematic risk based on how returns on Aqr Managed Futures correlated with the market. If Beta is less than 0 Aqr Managed generally moves in the opposite direction as compared to the market. If Aqr Managed Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Aqr Managed Futures is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Aqr Managed is generally in the same direction as the market. If Beta > 1 Aqr Managed moves generally in the same direction as, but more than the movement of the benchmark.
Aqr Managed Thematic Clasifications
Aqr Managed Futures is part of Exotic Funds investing theme. If you are a theme-oriented, socially responsible, and at the same time, a result-driven investor, you can align your investing habits with your values without jeopardizing your expectations about returns. You can easily create an optimal portfolio of stocks, ETFs, funds, or cryptocurrencies based on a specific theme of your liking. Funds investing in derivates and alternative instruments. Funds or Etfs with high minimum investment requirement that manage portfolios of alternative investments such as hedge funds, options, futures, real estate or commodities
This theme covers Funds investing in derivates and alternative instruments. Funds or Etfs with high minimum investment requirement that manage portfolios of alternative investments such as hedge funds, options, futures, real estate or commodities. Get More Thematic Ideas
Aqr Managed Futures is rated third largest fund in net asset among similar funds. Total Asset Under Management (AUM) of Systematic Trend category is currently estimated at about 8.74 Billion. Aqr Managed claims roughly 159.66 Million in net asset contributing just under 2% to funds listed under Systematic Trend category.| Exotic Funds | View |
Aqr Managed November 30, 2024 Opportunity Range
Along with financial statement analysis, the daily predictive indicators of Aqr Managed help investors to analyze its daily demand and supply, volume, patterns, and price swings to determine the real value of Aqr Managed Futures. We use our internally-developed statistical techniques to arrive at the intrinsic value of Aqr Managed Futures based on widely used predictive technical indicators. In general, we focus on analyzing AQR Mutual Fund price patterns and their correlations with different microeconomic environment and drivers. We also apply predictive analytics to build Aqr Managed's daily price indicators and compare them against related drivers.
| Downside Deviation | 0.888 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 3.83 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.21 |
Other Information on Investing in AQR Mutual Fund
Aqr Managed financial ratios help investors to determine whether AQR Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in AQR with respect to the benefits of owning Aqr Managed security.
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes |