AQR LARGE Total Risk Alpha
| QMORX Fund | | | USD 19.72 0.09 0.46% |
Observed values used to calculate the Total Risk Alpha technical indicator for Aqr Large Cap. Additional screening context is available through
Equity Screeners.
Aqr Large Cap has current Total Risk Alpha of 0.6825. 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] |
| = | 0.6825 | |
| ER[a] | = | Expected return on investing in AQR LARGE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AQR LARGE |
| 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 Large Cap ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
49.18 of Maximum Drawdown per Total Risk Alpha. At
49.18 , Aqr Large Cap'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 LARGE to Peers
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