Aqr Risk Balanced Modities Fund Manager Performance Evaluation
| ARCIX Fund | USD 10.84 0.03 0.28% |
The fund secures a Beta (Market Risk) of 0.055, which means relatively modest fluctuations relative to the market. AQR RISK-BALANCED moves in the same direction as the market but with less intensity, offering a degree of cushion during selloffs.
Risk-Adjusted Performance
Constructive
Weak | Strong |
On a recent 90-day basis, Aqr Risk Balanced Modities sits below 17% of comparable funds and fund portfolios in risk-adjusted performance. This score becomes more useful when investors compare it with downside risk, Sharpe Ratio, and current trend stability. Despite somewhat weak forward indicators, AQR RISK-BALANCED sustained solid returns over the last few months and may actually be approaching a breakup point. Learn More
| Expense Ratio Date | 1st of May 2025 | |
| Expense Ratio | 1.0300 |
AQR |
Relative Risk vs. Return Landscape
If you had invested $ 910.00 in Aqr Risk Balanced Modities on December 19, 2025 and sold it today you would have earned a total of $ 174.00 from holding Aqr Risk Balanced Modities or generated 19.12% return on investment over 90 days. Aqr Risk Balanced Modities is currently producing a 0.3009% return and carries 1.3352% volatility of returns over 90 trading days. Put another way, 11% of traded mutual funds are less volatile than AQR, and 94% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Historical Prices of Aqr Risk Balanced
Below is the normalized historical share price chart for Aqr Risk Balanced Modities extending back to July 09, 2012. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of AQR RISK-BALANCED stands at 10.84, as last reported on the 19th of March, with the highest price reaching 10.84 and the lowest price hitting 10.84 during the day.Macro event markers
Target Price Odds to finish over Current Price
For AQR Mutual Fund, the tendency of price to converge toward a long-term average provides a useful baseline for forecasting. Nonetheless, studies have found that some funds are persistently mispriced, with the spread correcting only when market dynamics shift significantly.
| Current Price | Horizon | Target Price | Odds moving above the current price in 90 days |
| 10.84 | 90 days | 10.84 | under 4 |
Based on standard probability analysis, the odds of AQR RISK-BALANCED moving above the current price in 90 days from now are under 4 (The chart above shows the probability distribution of AQR Mutual Fund prices over the next 90 days).
AQR RISK-BALANCED Price Density |
| Price |
Predictive Modules for AQR RISK-BALANCED
Accurately predicting the fund market is one of the most challenging tasks in investing. For Aqr Risk Balanced, a range of forecasting tools can be applied, though none offer certainty. Despite this, systematic forecasting is a critical step in the investment process - comparing methods and results helps investors develop a more nuanced view of potential outcomes.The mean reversion principle applied to AQR RISK-BALANCED's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
Primary Risk Indicators
The past 10-20 years have brought considerable volatility to the mutual fund market, and AQR RISK-BALANCED has been no exception. Sharp price drops and strong rallies have made hedging an important tool for managing portfolio risk. Investors in Aqr Risk Balanced Modities should monitor AQR RISK-BALANCED's fundamental risk indicators to stay ahead of market swings.α | Alpha over Dow Jones | 0.26 | |
β | Beta against Dow Jones | 0.06 | |
σ | Overall volatility | 0.53 | |
Ir | Information ratio | 0.26 |
Investor Alerts and Insights
Alerts and suggestions for AQR RISK-BALANCED give investors a structured way to monitor the fund for material events. Aqr Risk Balanced notifications flag important changes in technical indicators, fundamentals, and market conditions that may warrant attention.| The fund holds about 17.28% of its assets under management (AUM) in cash |
AQR RISK-BALANCED Fundamentals Growth
AQR Mutual Fund performance is fundamentally tied to AQR RISK-BALANCED's financial health and growth outlook. Revenue and earnings trends, operating margins, and capital structure decisions all play a significant role in shaping investor expectations for AQR Mutual Fund.
| Total Asset | 1.06 B | |||
Performance Metrics & Calculation Methodology
AQR RISK-BALANCED performance is typically evaluated through NAV-based returns relative to category peers and stated objectives. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.
Inputs for Aqr Risk Balanced Modities come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Return and risk statistics are calculated from historical price series.