Aqr International Market Risk Adjusted Performance
| ANDIX Fund | | | USD 16.75 0.01 0.06% |
The Market Risk Adjusted Performance technical lookup provides context for Aqr International Defensive and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Aqr International Defensive within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Aqr International Defensive has current Market Risk Adjusted Performance of 0.1602.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1602 | |
| ER[a] | = | Expected return on investing in Aqr International |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Aqr International Market Risk Adjusted Performance Peers Comparison
Aqr Market Risk Adjusted Performance Relative To Other Indicators
Aqr International Defensive is rated
third among mutual funds in market risk adjusted performance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
24.46 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Aqr International Defensive is roughly
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