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ADAIX: AQR DIVERSIFIED ARBITRAGE FUND CLASS I (MUTUAL FUND)
Basic Info 12.02 0.01(0.08%) March 28
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (64%) |
Start Date: | 01/16/2009 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 0.09% |
Expenses | 1.60% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 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(%) | 0.4 | 1.1 | 5.3 | 0.9 | 7.5 | 4.4 | 4.2 | 4.3 | 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 | -0.46 | 0.95 | -0.53 | 1.01 | 0.73 | NA | 0.92 | 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 | 0.5 | 2.1 | 7.4 | 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 | 1.4 | 2.1 | 3.3 | 5.8 | 4.5 | NA | 3.9 | 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 | 0.1 | -0.83 | 0.47 | -4.63 | -3.32 | NA | -3.39 | 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 | 0.0 | 0.01 | 0.0 | 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 | -0.07 | -0.02 | -0.04 | -0.01 | -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 | 0.09 | 0.01 | 0.01 | 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/16/2009
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