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ADAIX: AQR DIVERSIFIED ARBITRAGE FUND CLASS I (MUTUAL FUND)
Basic Info 12.19 0.01(0.08%) December 02
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: | (64%) |
| Start Date: | 01/16/2009 |
| Last Dividend Date: | 12/18/2023 |
| 12-Mo. Yield | 2.70% |
| Expenses | 1.60% |
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Performance Analytics (As of 11/29/2024)
Not up-to-date? Try| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/16/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 2.5 | 3.9 | 0.9 | 6.9 | 5.0 | 3.9 | 4.2 | 4.5 | -3.3 | 5.6 | 25.2 | 8.5 | 2.2 | 5.9 | 7.6 | -4.9 | -5.1 | 1.7 | 3.0 | 1.1 | 4.7 | 9.2 |
| Sharpe Ratio | NA | -2.24 | -1.45 | -1.01 | 0.77 | 0.79 | NA | 0.83 | 0.1 | -1.14 | 0.96 | 2.42 | 3.73 | 0.36 | 2.06 | 2.59 | -1.93 | -1.84 | 1.0 | 1.72 | 0.49 | 2.13 | 3.4 |
| Draw Down(%) | NA | 1.8 | 1.8 | 6.8 | 14.7 | 14.7 | NA | 14.7 | 2.5 | 5.9 | 6.9 | 14.7 | 0.6 | 2.3 | 1.2 | 2.4 | 6.3 | 7.0 | 1.1 | 1.1 | 2.2 | 2.2 | 2.4 |
| Standard Deviation(%) | NA | 1.8 | 1.8 | 3.1 | 5.8 | 4.5 | NA | 3.8 | 2.5 | 4.1 | 5.8 | 10.3 | 1.9 | 2.4 | 2.6 | 2.9 | 2.5 | 2.8 | 1.7 | 1.8 | 2.2 | 2.2 | 2.8 |
| Treynor Ratio | NA | -1.26 | -1.06 | 1.03 | -9.45 | -5.0 | NA | -5.28 | 0.19 | 0.73 | -0.75 | 2.05 | -7.06 | -0.21 | 1.16 | 1.17 | 0.83 | -0.82 | -0.27 | 0.51 | 0.16 | -0.99 | -2.57 |
| Alpha | NA | -0.02 | -0.01 | -0.01 | 0.02 | 0.01 | NA | 0.01 | 0.0 | -0.02 | 0.03 | 0.1 | 0.03 | 0.0 | 0.02 | 0.03 | -0.02 | -0.02 | 0.01 | 0.01 | 0.0 | 0.02 | 0.03 |
| Beta | NA | 0.03 | 0.02 | -0.03 | 0.0 | -0.01 | NA | -0.01 | 0.01 | -0.06 | -0.07 | 0.12 | -0.01 | -0.04 | 0.05 | 0.06 | -0.06 | 0.06 | -0.06 | 0.06 | 0.07 | -0.05 | -0.04 |
| RSquared | NA | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.0 | 0.02 | 0.01 | 0.01 | 0.0 | 0.01 | 0.01 | 0.01 | 0.02 | 0.01 | 0.02 | 0.01 | 0.01 | 0.0 | 0.01 |
| Yield(%) | N/A | 0.0 | 2.7 | 1.1 | 1.7 | 3.2 | 2.8 | N/A | 2.8 | 0.1 | 0.7 | 2.0 | 2.2 | 6.3 | 7.1 | 7.2 | 4.5 | 1.8 | 3.0 | 1.7 | 3.3 | 1.6 | 1.2 |
| Dividend Growth(%) | N/A | -100.0 | 2780.5 | -56.4 | -68.7 | N/A | N/A | N/A | 2780.5 | -85.5 | -57.5 | -6.1 | -65.7 | -12.7 | -1.4 | 46.0 | 130.5 | -40.8 | 84.0 | -51.2 | 120.8 | 36.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/16/2009
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