| QNZIX Fund | | | USD 14.93 0.15 0.99% |
Aqr Sustainable market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Aqr Sustainable Long Short 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
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Aqr Sustainable Long Short has current Market Risk Adjusted Performance of 0.1027.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1027 | |
| ER[a] | = | Expected return on investing in Aqr Sustainable |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Aqr Sustainable Market Risk Adjusted Performance Peers Comparison
AQR Market Risk Adjusted Performance Relative To Other Indicators
Aqr Sustainable Long Short is rated
third largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
36.19 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Aqr Sustainable Long Short is roughly
36.19
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