Aqr Managed Total Risk Alpha

QMHRX Fund  USD 8.53  0.06  0.71%   
Aqr Managed total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Aqr Managed Futures or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Aqr Managed Futures has current Total Risk Alpha of (0.04). 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]

 = 
(0.04)
ER[a] = Expected return on investing in Aqr Managed
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Aqr Managed
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Aqr Managed Total Risk Alpha Peers Comparison

0.0000-0.03780.0122-0.0351-0.0482100%

Aqr Total Risk Alpha Relative To Other Indicators

JavaScript chart by amCharts 3.21.15ARTFXBBINXPRFHXMDMTXPATFXQMHRX 00.51.01.52.02.53.03.54.0 -0.05-0.04-0.03-0.02-0.0100.01
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Aqr Managed to Peers

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