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MONEY
Best savings accounts that offer above inflation rates
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AQR Diversified Arbitrage N (ADANX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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11.92
0.00
(0.00%)
At close: 08:01PM EDT
Summary
Chart
Conversations
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★★★★
Number of years up
11
Number of years down
3
Best 1-yr total return (2 May 2024)
24.83%
Worst 1-yr total return (2 May 2024)
N/A
Risk statistics
3 years
ADANX
Category average
5 years
ADANX
Category average
10 years
ADANX
Category average
Alpha
-3.16
0.02
2.67
0.02
1.15
0.02
BETA
0.11
0
0.24
0
0.2
0
Mean annual return
0.02
0.01
0.57
0
0.35
0
R-squared
33.95
0.5
30.38
0.43
25.41
0.52
Standard deviation
3.29
0.06
7.6
0.05
5.9
0.05
Sharpe ratio
-0.9
0.01
0.61
0.01
0.45
0.01
Treynor ratio
-26.37
0.29
19.18
0.23
12.65
0.18
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