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    AQR Diversified Arbitrage N (ADANX)

    9.54 Down 0.01(0.10%) Oct 24

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up4
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2010):4.43%
    Worst 1 Yr Total Return(Dec 30, 2014):-5.24%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.240.77
    Beta (against Standard Index)-0.05-0.04
    Mean Annual Return-0.190.06
    R-squared (against Standard Index)0.152.32
    Standard Deviation3.433.84
    Sharpe Ratio-0.710.18
    Treynor Ratio48.921.25
    5 Years
    Alpha (against Standard Index)-0.291.92
    Beta (against Standard Index)-0.07-0.04
    Mean Annual Return-0.030.16
    R-squared (against Standard Index)0.471.97
    Standard Deviation2.824.02
    Sharpe Ratio-0.180.41
    Treynor Ratio7.46-104.08
    10 Years
    Alpha (against Standard Index)N/A-0.53
    Beta (against Standard Index)N/A0.19
    Mean Annual ReturnN/A0.09
    R-squared (against Standard Index)N/A2.96
    Standard DeviationN/A4.86
    Sharpe RatioN/A0.06
    Treynor RatioN/A-17.19