Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ADAIX (AQR DIVERSIFIED ARBITRAGE FUND CLASS I) | 3.12% | 6.90% | 6.28% | 3.01% | 6.86% | 4.18% | NA | … | … |
Data as of 06/04/2026, Common starting date is 01/16/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADAIX (AQR DIVERSIFIED ARBITRAGE FUND CLASS I) | 01/16/2009 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | 6.90 | 6.28 | 3.01 | 6.86 | 4.18 | NA | … | … | 3.12 | 5.69 | 3.19 | 4.51 | -3.30 | 6.27 | 25.24 | 8.53 | 2.19 | 5.92 | 7.63 | -4.87 | -5.07 | 1.75 | 3.04 | 1.09 | 4.71 | 9.24 |
| Sharpe Ratio | NA | 3.09 | 1.85 | 0.20 | 1.20 | NA | NA | … | … | 3.20 | 1.15 | -1.91 | 0.10 | -1.14 | 1.09 | 2.41 | 3.73 | 0.37 | 2.06 | 2.60 | -1.93 | -1.84 | 1.00 | 1.72 | 0.48 | 2.13 | 3.40 |
| Standard Deviation(%) | NA | 1.40 | 1.71 | 2.62 | 4.36 | NA | NA | … | … | 1.53 | 2.52 | 1.78 | 2.47 | 4.13 | 5.74 | 10.31 | 1.91 | 2.38 | 2.57 | 2.86 | 2.54 | 2.76 | 1.72 | 1.75 | 2.18 | 2.18 | 2.82 |
| Draw Down(%) | NA | 0.46 | 1.78 | 7.40 | 14.75 | NA | NA | … | … | 0.46 | 2.07 | 1.78 | 2.52 | 5.95 | 6.89 | 14.75 | 0.64 | 2.34 | 1.23 | 2.39 | 6.34 | 6.96 | 1.07 | 1.08 | 2.20 | 2.19 | 2.37 |
| Yield(%) | 0.00 | 2.15 | 2.13 | 1.37 | 3.35 | 2.74 | 2.47 | … | … | 0.00 | 2.24 | 1.25 | 2.79 | 0.09 | 0.68 | 1.98 | 2.23 | 6.26 | 7.09 | 7.21 | 4.47 | 1.81 | 3.02 | 1.67 | 3.33 | 1.56 | 1.23 |
Data as of 06/04/2026, Common starting date is 01/16/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADAIX (AQR DIVERSIFIED ARBITRAGE FUND CLASS I) |
-3.46%
Jan 2013 – Jan 2016 |
-1.41%
Jan 2011 – Jan 2016 |
1.65%
Mar 2010 – Mar 2020 |
3.84%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADAIX (AQR DIVERSIFIED ARBITRAGE FUND CLASS I) |
14.83%
Feb 2018 – Feb 2021 |
11.68%
Feb 2016 – Feb 2021 |
6.87%
Jan 2016 – Jan 2026 |
4.24%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart