AQR RISK-BALANCED Total Risk Alpha
| ARCNX Fund | | | USD 10.51 0.03 0.29% |
The Total Risk Alpha calculation for AQR RISK-BALANCED draws on price and volume history. Each data point is derived from standardized price and volume feeds. Portfolio design and allocation context appear in
Trending Equities. The view supports a broader understanding of portfolio structure. Portfolio balance depends on how holdings are weighted relative to each other. This information is provided for contextual purposes. This includes a position in Aqr Risk Balanced Modities. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. 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 inflation.
Aqr Risk Balanced Modities has current Total Risk Alpha of 0.4136. 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] |
| = | 0.4136 | |
| ER[a] | = | Expected return on investing in AQR RISK-BALANCED |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AQR RISK-BALANCED |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Aqr Risk Balanced Modities ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
17.16 of Maximum Drawdown per Total Risk Alpha. At
17.16 , Aqr Risk Balanced Modities'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.
Compare AQR RISK-BALANCED to Peers
Other Technical Indicators