Dow Up 0.15% Nasdaq Up 0.21%

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

* As of 31-Aug-14

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


  • 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
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
Your browser doesn't support canvas
Submit Feedback