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AQR Diversified Arbitrage I (ADAIX)

10.94 Down 0.01(0.09%) Sep 17
Prev Close:10.95
YTD Return*:0.83%
Net Assets*:2.82B
Yield*:2.49%

* As of 31-Aug-14

Quotes delayed, except where indicated otherwise. Currency in USD.

Headlines

  • No Headlines available for ADAIX at this time.

Top Holdings

Symbol% AssetsYTD Return %
E-mini S&P 500 Index Future Sept1428.3444.87
NYSE/Liffe 2 Year US Treasury Note Future Sept1423.6264.92
NYSE/Liffe 10 Year US Treasury Note Future Sept145.8510.39
MU4.1365.29
5 Year US Treasury Note Future Sept144.016.28

Fund Basics

Morningstar Overall Rating:
Total Assets:2.82B
Category:Market Neutral
Annual Report Expense Ratio (net):1.20%

Performance & Risk

YTD Return:0.83%
5y Avg Return:2.55%
Rank in Category (ytd):55
% Rank in Category (ytd):28.21%
Beta (3y):-0.02
Morningstar Risk Rating:1

Fund Summary

The investment seeks long-term absolute (positive) returns. The fund seeks to outperform, after expenses, the BofA Merrill Lynch 3-Month Treasury Bill Index while seeking to control its tracking risk relative to this benchmark. It invests in a diversified portfolio of instruments, including equities, convertible securities, debt securities, restricted securities and/or Rule 144A securities, loans, warrants, options, swaps (including credit default swaps and credit default index swaps), futures contracts, forwards or other types of derivative instruments. View More
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