Aqr Alternative Risk Fund Market Value
| QRPRX Fund | USD 14.90 0.18 1.19% |
| Symbol | Aqr |
Aqr Alternative 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Aqr Alternative's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Aqr Alternative.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Aqr Alternative on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr Alternative Risk or generate 0.0% return on investment in Aqr Alternative over 90 days. Aqr Alternative is related to or competes with Aqr Large, Aqr Large, Aqr International, Aqr International, Aqr International, Aqr Lse, and Aqr Lse. The advisor pursues the funds investment objective by aiming to provide exposure to five separate investment styles valu... More
Aqr Alternative Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Aqr Alternative's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Aqr Alternative Risk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6089 | |||
| Information Ratio | 0.1424 | |||
| Maximum Drawdown | 2.35 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.05 |
Aqr Alternative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Alternative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Alternative's standard deviation. In reality, there are many statistical measures that can use Aqr Alternative historical prices to predict the future Aqr Alternative's volatility.| Risk Adjusted Performance | 0.1596 | |||
| Jensen Alpha | 0.1237 | |||
| Total Risk Alpha | 0.0928 | |||
| Sortino Ratio | 0.1413 | |||
| Treynor Ratio | (1.18) |
Aqr Alternative March 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1596 | |||
| Market Risk Adjusted Performance | (1.17) | |||
| Mean Deviation | 0.4946 | |||
| Semi Deviation | 0.3913 | |||
| Downside Deviation | 0.6089 | |||
| Coefficient Of Variation | 464.01 | |||
| Standard Deviation | 0.6042 | |||
| Variance | 0.365 | |||
| Information Ratio | 0.1424 | |||
| Jensen Alpha | 0.1237 | |||
| Total Risk Alpha | 0.0928 | |||
| Sortino Ratio | 0.1413 | |||
| Treynor Ratio | (1.18) | |||
| Maximum Drawdown | 2.35 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.05 | |||
| Downside Variance | 0.3708 | |||
| Semi Variance | 0.1531 | |||
| Expected Short fall | (0.57) | |||
| Skewness | (0.20) | |||
| Kurtosis | (0.59) |
Aqr Alternative Risk Backtested Returns
At this stage we consider Aqr Mutual Fund to be very steady. Aqr Alternative Risk secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the fund had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aqr Alternative Risk, which you can use to evaluate the volatility of the entity. Please confirm Aqr Alternative's Risk Adjusted Performance of 0.1596, mean deviation of 0.4946, and Downside Deviation of 0.6089 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aqr Alternative are expected to decrease at a much lower rate. During the bear market, Aqr Alternative is likely to outperform the market.
Auto-correlation | 0.74 |
Good predictability
Aqr Alternative Risk has good predictability. Overlapping area represents the amount of predictability between Aqr Alternative time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aqr Alternative Risk price movement. The serial correlation of 0.74 indicates that around 74.0% of current Aqr Alternative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Aqr Mutual Fund
Aqr Alternative 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 Alternative security.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |