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    AQR Diversified Arbitrage N (ADANX)

    9.86 Up 0.01(0.10%) Aug 27

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up4
    Number of Years Down1
    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)-1.201.26
    Beta (against Standard Index)-0.110.08
    Mean Annual Return-0.110.12
    R-squared (against Standard Index)1.681.95
    Standard Deviation2.473.57
    Sharpe Ratio-0.560.32
    Treynor Ratio12.6023.59
    5 Years
    Alpha (against Standard Index)0.381.29
    Beta (against Standard Index)-0.070.01
    Mean Annual Return0.020.12
    R-squared (against Standard Index)0.842.14
    Standard Deviation2.193.60
    Sharpe Ratio0.070.21
    Treynor Ratio-1.75-10.89
    10 Years
    Alpha (against Standard Index)N/A-0.07
    Beta (against Standard Index)N/A0.23
    Mean Annual ReturnN/A0.17
    R-squared (against Standard Index)N/A3.70
    Standard DeviationN/A4.98
    Sharpe RatioN/A0.16
    Treynor RatioN/A8.26