Aqr Risk Balanced Modities Fund Manager Performance Evaluation
| ARCIX Fund | USD 8.89 0.05 0.57% |
The fund shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Risk is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr Risk Balanced Modities are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Aqr Risk 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 | 1st of May 2023 | |
| Expense Ratio | 1.0400 |
Aqr |
Aqr Risk Relative Risk vs. Return Landscape
If you would invest 846.00 in Aqr Risk Balanced Modities on September 12, 2024 and sell it today you would earn a total of 43.00 from holding Aqr Risk Balanced Modities or generate 5.08% return on investment over 90 days. Aqr Risk Balanced Modities is currently producing 0.0815% returns and takes up 0.7545% volatility of returns over 90 trading days. Put another way, 6% 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 Risk Current Valuation
Fairly Valued
Today
Please note that Aqr Risk's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Aqr Risk Balanced shows a prevailing Real Value of $8.87 per share. The current price of the fund is $8.89. We determine the value of Aqr Risk Balanced 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 Risk is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Risk'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 8.89 | Real 8.87 | Hype 8.89 | Naive 8.93 |
The intrinsic value of Aqr Risk'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 Risk'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 Risk Balanced Modities 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 Risk more accurately as focusing exclusively on Aqr Risk's fundamentals will not take into account other important factors: Aqr Risk Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Risk's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Risk Balanced Modities, and traders can use it to determine the average amount a Aqr Risk'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 = 0.1081
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
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| Cash | ARCIX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Aqr Risk is performing at about 8% 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 Risk by adding it to a well-diversified portfolio.
Aqr Risk Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Risk, and Aqr Risk 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.
| Total Asset | 357.33 M | ||||
About Aqr Risk Performance
Evaluating Aqr Risk's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Risk 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 Risk 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 its investment objective by allocating assets among various commodity sectors , precious and base metals and carbon pricing. The funds investments include alternative commodities . The fund will obtain exposure to commodity sectors by investing in commodity-linked derivatives, directly or through its investment in the Subsidiary. It is non-diversified.Things to note about Aqr Risk Balanced performance evaluation
Checking the ongoing alerts about Aqr Risk for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Risk Balanced 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 about 17.28% of its assets under management (AUM) in cash |
- Analyzing Aqr Risk'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 Risk's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Risk'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 Risk's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Risk's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Risk's mutual fund. These opinions can provide insight into Aqr Risk's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Risk 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 Risk security.
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