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AQR Diversified Arbitrage N (ADANX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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11.920.00 (0.00%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★★★★
Number of years up11
Number of years down3
Best 1-yr total return (2 May 2024)24.83%
Worst 1-yr total return (2 May 2024)N/A

Risk statistics

3 years
ADANXCategory average
5 years
ADANXCategory average
10 years
ADANXCategory average
Alpha
-3.160.02
2.670.02
1.150.02
BETA
0.110
0.240
0.20
Mean annual return
0.020.01
0.570
0.350
R-squared
33.950.5
30.380.43
25.410.52
Standard deviation
3.290.06
7.60.05
5.90.05
Sharpe ratio
-0.90.01
0.610.01
0.450.01
Treynor ratio
-26.370.29
19.180.23
12.650.18