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    AQR Diversified Arbitrage I (ADAIX)

    9.07 Up 0.01(0.11%) Feb 5

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up4
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2010):4.71%
    Worst 1 Yr Total Return(Dec 30, 2014):-5.07%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticADAIXCategory
    Alpha (against Standard Index)-3.291.44
    Beta (against Standard Index)-0.120.04
    Mean Annual Return-0.290.13
    R-squared (against Standard Index)1.662.39
    Standard Deviation2.733.64
    Sharpe Ratio-1.300.30
    Treynor Ratio29.62-32.39
    5 Years
    StatisticADAIXCategory
    Alpha (against Standard Index)-1.151.54
    Beta (against Standard Index)-0.08-0.04
    Mean Annual Return-0.110.12
    R-squared (against Standard Index)0.841.74
    Standard Deviation2.364.23
    Sharpe Ratio-0.600.15
    Treynor Ratio18.29-11.14
    10 Years
    StatisticADAIXCategory
    Alpha (against Standard Index)N/A-0.04
    Beta (against Standard Index)N/A0.17
    Mean Annual ReturnN/A0.14
    R-squared (against Standard Index)N/A2.94
    Standard DeviationN/A4.89
    Sharpe RatioN/A0.13
    Treynor RatioN/A-17.72