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AQR Diversified Arbitrage N (ADANX)

10.86 Down 0.02(0.18%) Sep 18

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up4
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2010):4.43%
Worst 1 Yr Total Return(Dec 30, 2011):0.77%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticADANXCategory
Alpha (against Standard Index)1.701.02
Beta (against Standard Index)-0.010.07
Mean Annual Return0.140.11
R-squared (against Standard Index)0.073.69
Standard Deviation1.243.87
Sharpe Ratio1.350.24
Treynor Ratio-130.69-1.01
5 Years
StatisticADANXCategory
Alpha (against Standard Index)2.591.11
Beta (against Standard Index)-0.090.04
Mean Annual Return0.190.11
R-squared (against Standard Index)1.844.09
Standard Deviation1.953.76
Sharpe Ratio1.120.22
Treynor Ratio-23.32-2.87
10 Years
StatisticADANXCategory
Alpha (against Standard Index)N/A-0.28
Beta (against Standard Index)N/A0.22
Mean Annual ReturnN/A0.16
R-squared (against Standard Index)N/A4.22
Standard DeviationN/A4.89
Sharpe RatioN/A0.09
Treynor RatioN/A7.59