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ADANX: AQR Diversified Arbitrage N (MUTUAL FUND)
Basic Info 11.8 0(0.0%) January 27
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: | (68%) |
| Start Date: | 01/15/2009 |
| Last Dividend Date: | 12/19/2022 |
| 12-Mo. Yield | 1.22% |
| Expenses | 1.53% |
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Performance Analytics (As of 01/27/2023)
| Last 1 Week* | YTD*(2023) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | 0.1 | 1.0 | -0.7 | 8.5 | 7.4 | 3.9 | 4.0 | -3.5 | 5.6 | 24.8 | 8.3 | 2.0 | 5.6 | 7.3 | -5.0 | -5.2 | 1.4 | 2.8 | 0.8 | 4.4 | 8.9 |
| SR | NA | 6.6 | -0.55 | 1.11 | 1.14 | 0.76 | 0.91 | -1.19 | 0.97 | 2.42 | 3.74 | 0.29 | 1.99 | 2.35 | -1.93 | -1.95 | 0.76 | 1.69 | 0.33 | 1.97 | 3.23 |
| DD(%) | NA | 0.1 | 5.6 | 14.7 | 14.7 | 14.7 | 14.7 | 6.0 | 7.0 | 14.7 | 0.6 | 2.3 | 1.2 | 2.4 | 6.5 | 7.1 | 1.2 | 1.1 | 2.3 | 2.2 | 2.5 |
| SD(%) | NA | 1.9 | 4.1 | 7.2 | 5.7 | 4.4 | 3.9 | 4.1 | 5.7 | 10.1 | 1.9 | 2.3 | 2.5 | 3.0 | 2.6 | 2.7 | 1.8 | 1.7 | 2.2 | 2.2 | 2.8 |
| TR | NA | -2.73 | 0.38 | -3.76 | -3.36 | -2.59 | -3.18 | 0.8 | -0.65 | 2.09 | -5.17 | -0.33 | 0.83 | 0.91 | 0.67 | -0.86 | -0.21 | 0.39 | 0.14 | -0.8 | -2.38 |
| Alpha(%) | NA | 0.04 | -0.01 | 0.03 | 0.03 | 0.01 | 0.01 | -0.02 | 0.03 | 0.09 | 0.03 | 0.0 | 0.02 | 0.03 | -0.02 | -0.02 | 0.01 | 0.01 | 0.0 | 0.02 | 0.03 |
| Beta(%) | NA | -0.04 | -0.06 | -0.02 | -0.02 | -0.01 | -0.01 | -0.06 | -0.09 | 0.12 | -0.01 | -0.02 | 0.06 | 0.08 | -0.08 | 0.06 | -0.07 | 0.07 | 0.05 | -0.05 | -0.04 |
| RS | NA | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.01 | 0.02 | 0.01 | 0.01 | 0.02 | 0.01 | 0.01 | 0.01 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/15/2009
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