Aqr International Total Risk Alpha
| ANDIX Fund | | | USD 16.50 -0.07 -0.42% |
Aqr International total risk alpha lookup summarizes this and related technical indicators for Aqr International Defensive. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Trending Equities provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. The allocation includes a position in Aqr International Defensive inside the allocation 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 Total Risk Alpha of 0.0922. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0922 | |
| ER[a] | = | Expected return on investing in Aqr International |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Aqr International |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Aqr International Total Risk Alpha Peers Comparison
Aqr Total Risk Alpha Relative To Other Indicators
Aqr International Defensive is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
42.50 of Maximum Drawdown per Total Risk Alpha. At
42.50 , Aqr International Defensive's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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