Aqr Diversified Arbitrage Fund Manager Performance Evaluation
| ADAIX Fund | USD 12.19 0.02 0.16% |
The fund shows a Beta (market volatility) of 0.0826, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Diversified is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Aqr Diversified Arbitrage has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong forward indicators, Aqr Diversified 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 | 1.5300 |
Aqr |
Aqr Diversified Relative Risk vs. Return Landscape
If you would invest 1,231 in Aqr Diversified Arbitrage on August 31, 2024 and sell it today you would lose (12.00) from holding Aqr Diversified Arbitrage or give up 0.97% of portfolio value over 90 days. Aqr Diversified Arbitrage is currently producing negative expected returns and takes up 0.1496% volatility of returns over 90 trading days. Put another way, 1% 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 Diversified Current Valuation
Fairly Valued
Today
Please note that Aqr Diversified's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Aqr Diversified Arbitrage shows a prevailing Real Value of $11.97 per share. The current price of the fund is $12.19. We determine the value of Aqr Diversified Arbitrage 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 Diversified is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Diversified'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 12.19 | Real 11.97 | Hype 12.19 | Naive 12.16 |
The intrinsic value of Aqr Diversified'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 Diversified'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 Diversified Arbitrage 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 Diversified more accurately as focusing exclusively on Aqr Diversified's fundamentals will not take into account other important factors: Aqr Diversified Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Diversified's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Diversified Arbitrage, and traders can use it to determine the average amount a Aqr Diversified'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 = -0.1032
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ADAIX |
Estimated Market Risk
| 0.15 actual daily | 1 99% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Aqr Diversified is not performing at its full potential. However, 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 Diversified by adding Aqr Diversified to a well-diversified portfolio.
Aqr Diversified Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Diversified, and Aqr Diversified 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 | 20.89 X | ||||
| Price To Book | 2.05 X | ||||
| Price To Sales | 1.20 X | ||||
| Total Asset | 1.18 B | ||||
About Aqr Diversified Performance
Evaluating Aqr Diversified's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Diversified 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 Diversified 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 seeks to outperform, after expenses, the ICE BofA US 3-Month Treasury Bill Index while seeking to control its tracking risk relative to this benchmark. It invests in a diversified portfolio of instruments, including equities, convertible securities, debt securities, loans, rights, warrants, options, swaps, futures contracts, forwards or other types of derivative instruments.Things to note about Aqr Diversified Arbitrage performance evaluation
Checking the ongoing alerts about Aqr Diversified for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Diversified Arbitrage help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Aqr Diversified generated a negative expected return over the last 90 days | |
| The fund holds about 7.32% of its assets under management (AUM) in cash |
- Analyzing Aqr Diversified'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 Diversified's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Diversified'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 Diversified's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Diversified's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Diversified's mutual fund. These opinions can provide insight into Aqr Diversified's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Diversified 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 Diversified security.
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins |