ADAIX
AQR Diversified Arbitrage-I
$11.93
0.00 (0.00%)
Currency in USD / Last Updated: 4/22/2024
| Category | Arbitrage |
|---|---|
| Market Cap | 1855.759M |
| 52 Week High | 12.02 |
| 52 Week Low | 11.29 |
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Key Data
| Symbol | ADAIX |
|---|---|
| Type | Mutual Fund |
| Category | Arbitrage |
| Price | 11.93 |
| Price Yesterday | 11.93 |
| Market Cap | 1,855.76 |
| YTD Return | 0.34% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0135 |
Overview
| 52 Week High | 12.02 |
|---|---|
| 52 Week Low | 11.29 |
| Market Cap | 1,855.76M |
| Shares Outstanding | 155.55M |
| Income Dividend Yield | 2.73% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 2.73% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | -4.14% |
| One Months | -4.13% |
| Three Months | 2.04% |
| Six Months | 5.09% |
| Nine Months | 4.03% |
| One Year | 3.64% |
| Three Years | 0.66% |
| Five Years | 7.10% |
| Ten Years | 4.34% |
| YTD | 1.11% |
| Since Inception | 4.19% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | -0.08% |
| One Month | -0.33% |
| Three Months | 0.51% |
| Six Months | 2.49% |
| Nine Months | 3.00% |
| One Year | 3.62% |
| Three Years | 1.97% |
| Five Years | 40.80% |
| Ten Years | 52.79% |
| YTD | 0.34% |
| Since Inception | 86.76% |
Yearly Returns
| 2024 | 0.34% |
|---|---|
| 2023 | 4.51% |
| 2022 | -3.30% |
| 2021 | 6.27% |
| 2020 | 25.21% |
| 2019 | 8.53% |
| 2018 | 2.20% |
| 2017 | 5.91% |
| 2016 | 7.62% |
| 2015 | -4.87% |
Risk against SP-DA
| Alpha | -2.74% |
|---|---|
| Beta | 0.06 |
| Correlation | 32.65% |
| Downside Deviation | 0.97% |
| Coefficient of determination | 10.66% |
| Standard Deviation | 0.58% |
| Sharpe Ratio | -9.81 |
| Sortino | -20.3 |
| Treynor | -31.99 |
| Ulcer Index | 0.67 |
| Ulcer Performance Index | -29.34 |