AQR DIVERSIFIED Value At Risk
| ADANX Fund | | | USD 12.92 0.01 0.08% |
Technical inputs supporting the Value At Risk indicator for Aqr Diversified Arbitrage are shown here. Coverage differences may occur across instruments and market segments. For portfolio construction context, review
Trending Equities. Allocation decisions are shaped by the composition and weighting of holdings. Aqr Diversified Arbitrage can be included in a portfolio to evaluate diversification impact. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence Aqr Diversified Arbitrage's mutual fund valuation — related indicators include
signals in inflation.
Aqr Diversified Arbitrage has current Value At Risk of
-0.15. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.15 | |
| ER[a] | = | Expected return on investing in AQR DIVERSIFIED |
| STD | = | Standard Deviation of AQR DIVERSIFIED |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Aqr Diversified Arbitrage ranks first in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare AQR DIVERSIFIED to Peers
Other Technical Indicators