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    AQR Diversified Arbitrage I (ADAIX)

    9.19 Up 0.02(0.22%) May 24

    Risk as of Apr 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):4.71%
    Worst 1 Yr Total Return(Dec 30, 2014):-5.07%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticADAIXCategory
    Alpha (against Standard Index)-2.980.64
    Beta (against Standard Index)-0.100.04
    Mean Annual Return-0.260.07
    R-squared (against Standard Index)1.082.21
    Standard Deviation2.923.93
    Sharpe Ratio-1.100.09
    Treynor Ratio31.304.90
    5 Years
    StatisticADAIXCategory
    Alpha (against Standard Index)-0.911.46
    Beta (against Standard Index)-0.06-0.09
    Mean Annual Return-0.090.10
    R-squared (against Standard Index)0.412.01
    Standard Deviation2.464.37
    Sharpe Ratio-0.450.08
    Treynor Ratio19.8038.08
    10 Years
    StatisticADAIXCategory
    Alpha (against Standard Index)N/A-0.40
    Beta (against Standard Index)N/A0.18
    Mean Annual ReturnN/A0.11
    R-squared (against Standard Index)N/A2.93
    Standard DeviationN/A4.85
    Sharpe RatioN/A0.08
    Treynor RatioN/A1.10