Aqr Global Equity Fund Manager Performance Evaluation
| AQGRX Fund | USD 10.58 0.14 1.31% |
The fund shows a Beta (market volatility) of 0.0353, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Global is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr Global Equity are ranked lower than 14 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Aqr Global may actually be approaching a critical reversion point that can send shares even higher in June 2024.
...more| Expense Ratio | 0.7200 |
Aqr |
Aqr Global Relative Risk vs. Return Landscape
If you would invest 990.00 in Aqr Global Equity on February 1, 2024 and sell it today you would earn a total of 82.00 from holding Aqr Global Equity or generate 8.28% return on investment over 90 days. Aqr Global Equity is currently producing 0.1307% returns and takes up 0.6855% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Aqr, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Aqr Global Current Valuation
Undervalued
Today
Please note that Aqr Global's price fluctuation is very steady at this time. At this time, the entity appears to be undervalued. Aqr Global Equity shows a prevailing Real Value of $11.6 per share. The current price of the fund is $10.58. We determine the value of Aqr Global Equity 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.
Our valuation method for Aqr Global Equity is useful when determining the fair value of the Aqr mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Aqr Global. Since Aqr Global is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Global'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 10.58 | Real 11.6 | Hype 10.72 | Naive 10.91 |
The real value of Aqr Mutual Fund, also known as its intrinsic value, is the underlying worth of Aqr Global Equity Mutual Fund, which is reflected in its stock price. It is based on Aqr Global's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Aqr Global'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 Global'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 Global Equity 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 Global more accurately as focusing exclusively on Aqr Global's fundamentals will not take into account other important factors: Aqr Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Global's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Global Equity, and traders can use it to determine the average amount a Aqr Global'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 = 0.1907
| Best Portfolio | Best Equity | |||
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| Cash | AQGRX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average Aqr Global is performing at about 14% 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 Global by adding it to a well-diversified portfolio.
Aqr Global Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Global, and Aqr Global 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 | 344.83 M | ||||
About Aqr Global Performance
To evaluate Aqr Global Equity Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Aqr Global generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Aqr Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Aqr Global Equity market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Aqr's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.The fund seeks to outperform, after expenses, the MSCI World Index while seeking to control its tracking error relative to this benchmark. Generally, it will invest at least 80 percent of its net assets in equity and equity-related instruments . The fund will invest in companies with a broad range of market capitalizations.Things to note about Aqr Global Equity performance evaluation
Checking the ongoing alerts about Aqr Global for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Global Equity 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 61.9% of its assets under management (AUM) in cash |
- Analyzing Aqr Global'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 Global's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Global'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 Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Global's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Global's mutual fund. These opinions can provide insight into Aqr Global's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Aqr Global Equity. 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 Money Managers module to screen money managers from public funds and ETFs managed around the world.