Find A Portfolio/Ticker
Comparison Box
ADANX: AQR Diversified Arbitrage N (MUTUAL FUND)
Basic Info 11.63 0.04(0.34%) September 30
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: | (68%) |
| Start Date: | 01/15/2009 |
| Last Dividend Date: | 12/23/2021 |
| 12-Mo. Yield | 1.22% |
| Expenses | 1.53% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 09/30/2022)
| Last 1 Week* | YTD*(2022) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | -0.7 | -4.0 | -4.5 | 9.1 | 7.2 | 3.9 | 4.0 | 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 | -1.47 | -1.31 | 1.22 | 1.12 | 0.77 | 0.92 | 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 | 6.0 | 7.5 | 14.7 | 14.7 | 14.7 | 14.7 | 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 | 4.3 | 4.0 | 7.1 | 5.7 | 4.4 | 4.0 | 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 | 1.15 | 0.84 | -7.45 | -5.5 | -4.15 | -4.69 | -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 | -0.02 | -0.02 | 0.03 | 0.03 | 0.01 | 0.01 | 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 | -0.05 | -0.06 | -0.01 | -0.01 | -0.01 | -0.01 | -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 | 0.01 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 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
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Market Neutral Asset Class Trend Rankings |
Top Rated Funds in Market Neutral
Best Mutual Funds
- AGEAX (Arbitrage Event-Driven A) 0.28% (100%)
- ARBFX (Arbitrage R) 0.24% (96%)
- MERFX (Merger) 0.17% (93%)
- GABCX (Gabelli ABC AAA) 0.0% (86%)
- VMNFX (Vanguard Market Neutral Inv) 0.50% (82%)
- CMNIX (Calamos Market Neutral Income I) 0.37% (75%)
- SPAIX (SilverPepper Merger Arbitrage Instl) 0.18% (71%)
- ADANX (AQR Diversified Arbitrage N) 0.34% (68%)
- JMNAX (JPMorgan Research Market Neutral A) 0.0% (61%)
- HSIEX (Hussman Strategic International) 0.40% (43%)
Best ETFs
* Day change on 09/30/2022.Best Closed End Funds
* Day change on 09/30/2022.Latest Articles Related to ADANX
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
