Nasdaq - Delayed Quote
USD
AQR Diversified Arbitrage N (ADANX)
13.22
0.00
(0.00%)
At close: 8:07:01 PM EST
Fund Summary
The fund seeks to outperform, after expenses, the ICE BofA U.S. 3-Month Treasury Bill Index while seeking to control its tracking risk relative to this benchmark. It invests in a diversified portfolio of instruments, including equities, convertible securities, debt securities, loans, rights, warrants, options, swaps, futures contracts, forwards or other types of derivative instruments.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 24.83% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 13 |
| Number of Years Down | 3 |
Performance & Risk
| YTD Return | 3.20% |
| 5y Average Return | 2.57% |
| Rank in Category (ytd) | 60 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.09 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
ADANX | Category Average | ADANX | Category Average | ADANX | Category Average |
|
Alpha
|
-0.9 | 0.02 | -1.96 | 0.02 | 1.83 | 0.02 |
|
BETA
|
0.09 | 0 | 0.1 | 0 | 0.19 | 0 |
|
Mean Annual Return
|
0.43 | 0.01 | 0.23 | 0 | 0.52 | 0 |
|
R-squared
|
24.39 | 0.5 | 31 | 0.43 | 24.1 | 0.52 |
|
Standard Deviation
|
2.23 | 0.06 | 2.85 | 0.05 | 5.55 | 0.05 |
|
Sharpe Ratio
|
0.26 | 0.01 | -0.41 | 0.01 | 0.67 | 0.01 |
|
Treynor Ratio
|
6.3 | 0.29 | -11.6 | 0.23 | 19.96 | 0.18 |
