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AQR Diversified Arbitrage I (ADAIX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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9.590.00 (0.00%)
At close: 8:00PM EDT
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Risk Overview

Morningstar Risk Rating★★
Number of Years Up5
Number of Years Down2
Best 1 Yr Total Return (Jul 30, 2017)7.63%
Worst 1 Yr Total Return (Jul 30, 2017)-5.07%

Risk Statistics

3 Years
ADAIXCategory Average
5 Years
ADAIXCategory Average
10 Years
ADAIXCategory Average
Alpha
0.540
1.120.01
N/A-0
Beta
-0.27-0
-0.17-0
N/A0
Mean Annual Return
0.020
0.090
N/A0
R-squared
4.170.04
2.360.03
N/A0.03
Standard Deviation
3.850.04
3.060.04
N/A0.05
Sharpe Ratio
-0.030
0.270
N/A0
Treynor Ratio
0.7-0.13
-4.68-0.5
N/A-0.01