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QDARX: AQR DIVERSIFIED ARBITRAGE FUND CLASS R6 (MUTUAL FUND)
Basic Info 12.01 0.02(0.17%) March 27
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 09/04/2014 |
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 | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | 1.0 | 5.4 | 1.1 | 7.7 | 7.1 | 4.7 | -3.2 | 5.6 | 23.1 | 9.7 | 2.4 | 6.0 | 7.6 | -4.7 | -3.8 |
Sharpe Ratio | NA | -0.45 | 0.99 | -0.51 | 1.05 | 0.85 | 0.18 | -1.12 | 0.96 | 2.23 | 4.09 | 0.44 | 2.39 | 2.56 | -1.83 | -1.92 |
Draw Down(%) | NA | 0.5 | 2.1 | 7.3 | 14.8 | 14.8 | 2.4 | 5.9 | 6.8 | 14.8 | 0.8 | 2.3 | 0.8 | 2.3 | 6.3 | 6.2 |
Standard Deviation(%) | NA | 1.5 | 2.1 | 3.2 | 5.8 | 4.7 | 2.5 | 4.1 | 5.8 | 10.2 | 2.0 | 2.5 | 2.3 | 2.9 | 2.6 | 5.9 |
Treynor Ratio | NA | -0.16 | 0.28 | -0.15 | 0.38 | 0.33 | 0.05 | -0.41 | 0.25 | 1.18 | 2.91 | -0.57 | 1.7 | 3.14 | -3.31 | -0.91 |
Alpha | NA | -0.01 | 0.0 | -0.01 | 0.01 | 0.01 | -0.01 | -0.01 | 0.0 | 0.06 | 0.03 | 0.0 | 0.02 | 0.03 | -0.02 | -0.05 |
Beta | NA | 0.04 | 0.08 | 0.11 | 0.16 | 0.12 | 0.09 | 0.11 | 0.23 | 0.19 | 0.03 | -0.02 | 0.03 | 0.02 | 0.01 | 0.12 |
RSquared | NA | 0.11 | 0.18 | 0.35 | 0.36 | 0.23 | 0.22 | 0.47 | 0.29 | 0.45 | 0.03 | 0.02 | 0.01 | 0.01 | 0.01 | 0.08 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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