Aqr Long Semi Variance
| QLEIX Fund | | | USD 20.68 0.06 0.29% |
The Semi Variance technical lookup provides context for Aqr Long Short Equity and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Aqr Long has P/E of 16.64. Review
Your Equity Center for broader portfolio context. This reflects a position in Aqr Long Short Equity 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 Long Short Equity has current Semi Variance of 0.2034. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0.2034 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Aqr Long Semi Variance Peers Comparison
Aqr Semi Variance Relative To Other Indicators
Aqr Long Short Equity is evaluated as
third in Semi Variance in semi variance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
11.45 of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Aqr Long Short Equity is roughly
11.45 Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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