AQR LARGE Value At Risk
| QUERX Fund | | | USD 17.85 -0.08 -0.45% |
Historical market data for Aqr Large Cap forms the basis of the Value At Risk indicator shown here. Cross-instrument Value At Risk comparisons are available via
Equity Screeners.
Your Equity Center frames the approach to diversified portfolio design. The portfolio structure determines how individual positions contribute to the whole. Portfolio analysis tools can evaluate how Aqr Large Cap fits within a broader allocation. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence Aqr Large Cap's mutual fund valuation — related indicators include
signals in real.
Aqr Large Cap has current Value At Risk of
-0.92. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.92 | |
| ER[a] | = | Expected return on investing in AQR LARGE |
| STD | = | Standard Deviation of AQR LARGE |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Aqr Large Cap is rated
second in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare AQR LARGE to Peers
Other Technical Indicators