Aqr Diversified Financials
| QDARX Fund | USD 11.94 0.02 0.17% |
Aqr |
Please note that past performance is not an indicator of the future performance of Aqr Diversified, its manager's success, or the effectiveness of its strategy. The performance results shown here may have been adversely or favorably impacted by events and economic conditions that may not prevail in the future. Therefore, you must use caution to infer that these results indicate any fund, manager, or strategy's 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 Diversified Fund Summary
Aqr Diversified competes with Aqr Large, Aqr Large, Aqr International, Aqr International, and Aqr International. 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, warrants, options, swaps , futures contracts, forwards or other types of derivative instruments.Specialization | Relative Value Arbitrage, Large |
| Instrument | USA Mutual Fund View All |
| Exchange | NMFQS Exchange |
| Business Address | AQR Funds |
| Mutual Fund Family | AQR Funds |
| Mutual Fund Category | Relative Value Arbitrage |
| Benchmark | NYSE Composite |
| Phone | 866 290 2688 |
| Currency | USD - US Dollar |
You should never invest in Aqr Diversified Arbitrage without having analyzed available financial metrics that contribute to the net asset value (NAV) of the fund. Do not rely on someone else's analysis or guesses about the future performance of Aqr Mutual Fund, because this is throwing your money away. Analyzing the key information contained in Aqr Diversified's prospectus and an annual reports, can give you an edge over other investors and help to ensure that your investments perform well for you.
Aqr Diversified Key Financial Ratios
Generally speaking, Aqr Diversified's financial ratios allow both analysts and investors to convert raw data from Aqr Diversified's financial statements into concise, actionable information that can be used to evaluate the performance of Aqr Diversified over time and compare it to other companies across industries. There are many critical financial ratios that investors are exposed to on a daily basis, but they are usually grouped into few meaningful categories from each financial statement that Aqr Diversified Arbitrage reports annually and quarterly.Aqr Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Aqr Diversified's current stock value. Our valuation model uses many indicators to compare Aqr Diversified value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Aqr Diversified competition to find correlations between indicators driving Aqr Diversified's intrinsic value. More Info.Aqr Diversified Arbitrage is rated top fund in price to earning among similar funds. It is rated top fund in price to book among similar funds fabricating about 0.10 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Aqr Diversified Arbitrage is roughly 10.19 . Comparative valuation analysis is a catch-all model that can be used if you cannot value Aqr Diversified by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for Aqr Diversified's Mutual Fund. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued. 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 Diversified's earnings, one of the primary drivers of an investment's value.Aqr Diversified Arbitrage Systematic Risk
Aqr Diversified's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Aqr Diversified 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 fifty-two with a total number of output elements of nine. The Beta measures systematic risk based on how returns on Aqr Diversified Arbitrage correlated with the market. If Beta is less than 0 Aqr Diversified generally moves in the opposite direction as compared to the market. If Aqr Diversified Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Aqr Diversified Arbitrage is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Aqr Diversified is generally in the same direction as the market. If Beta > 1 Aqr Diversified moves generally in the same direction as, but more than the movement of the benchmark.
Aqr Diversified Thematic Clasifications
Aqr Diversified Arbitrage is part of several thematic ideas from Conservative Funds to Small Blend Funds. 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. Get More Thematic IdeasAqr Diversified Arbitrage is rated top fund in net asset among similar funds. Total Asset Under Management (AUM) of Relative Value Arbitrage category is currently estimated at about 9.04 Billion. Aqr Diversified holds roughly 467.83 Million in net asset claiming about 5% of funds listed under Relative Value Arbitrage category.Aqr Diversified May 4, 2024 Opportunity Range
Along with financial statement analysis, the daily predictive indicators of Aqr Diversified help investors to analyze its daily demand and supply, volume, patterns, and price swings to determine the real value of Aqr Diversified Arbitrage. We use our internally-developed statistical techniques to arrive at the intrinsic value of Aqr Diversified Arbitrage 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 Diversified's daily price indicators and compare them against related drivers.
| Downside Deviation | 0.1317 | |||
| Information Ratio | (0.70) | |||
| Maximum Drawdown | 0.4192 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.1681 |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Aqr Diversified Arbitrage. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.