Aqr Large Cap Fund Manager Performance Evaluation
| AUEIX Fund | USD 26.64 0.04 0.15% |
The fund shows a Beta (market volatility) of 0.62, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aqr Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Large is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr Large Cap are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Aqr Large is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 29th of January 2023 | |
| Expense Ratio | 0.3800 |
Aqr |
Aqr Large Relative Risk vs. Return Landscape
If you would invest 2,535 in Aqr Large Cap on September 2, 2024 and sell it today you would earn a total of 129.00 from holding Aqr Large Cap or generate 5.09% return on investment over 90 days. Aqr Large Cap is currently producing 0.0792% returns and takes up 0.5744% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Aqr, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Aqr Large Current Valuation
Fairly Valued
Today
Please note that Aqr Large's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Aqr Large Cap shows a prevailing Real Value of $26.43 per share. The current price of the fund is $26.64. We determine the value of Aqr Large Cap 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.
Since Aqr Large is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Large'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 26.64 | Real 26.43 | Hype 26.64 |
The intrinsic value of Aqr Large'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 Large'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 Large Cap 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 Large more accurately as focusing exclusively on Aqr Large's fundamentals will not take into account other important factors: Aqr Large Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Large's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Large Cap, and traders can use it to determine the average amount a Aqr Large'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 = 0.1379
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
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| Cash | AUEIX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.57 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Aqr Large is performing at about 10% 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 Large by adding it to a well-diversified portfolio.
Aqr Large Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Large, and Aqr Large 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 | 19.25 X | ||||
| Price To Book | 3.15 X | ||||
| Price To Sales | 1.77 X | ||||
| Total Asset | 2.44 B | ||||
About Aqr Large Performance
Evaluating Aqr Large's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Large has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Aqr Large has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund pursues a defensive investment style, seeking to provide downside protection with upside potential through active stock selection, risk management and diversification. It pursues its objective by investing, under normal market conditions, at least 80 percent of its net assets in Equity Instruments of large-cap issuers. The fund can invest in companies of any size and may invest in small- and mid-cap companies from time to time in the discretion of the Adviser.Things to note about Aqr Large Cap performance evaluation
Checking the ongoing alerts about Aqr Large for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Large Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund holds 97.8% of its assets under management (AUM) in equities |
- Analyzing Aqr Large'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 Large's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Large'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 Large's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Large's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Large's mutual fund. These opinions can provide insight into Aqr Large's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Large 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 Large security.
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