ADANX
AQR Diversified Arbitrage-N
$11.92
0.00 (0.00%)
Currency in USD / Last Updated: 4/18/2024
| Category | Arbitrage |
|---|---|
| Market Cap | 1857.315M |
| 52 Week High | 12 |
| 52 Week Low | 11.301 |
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Key Data
| Symbol | ADANX |
|---|---|
| Type | Mutual Fund |
| Category | Arbitrage |
| Price | 11.92 |
| Price Yesterday | 11.92 |
| Market Cap | 1,857.32 |
| YTD Return | 0.34% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.016 |
Overview
| 52 Week High | 12.00 |
|---|---|
| 52 Week Low | 11.30 |
| Market Cap | 1,857.32M |
| Shares Outstanding | 155.82M |
| Income Dividend Yield | 2.45% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 2.45% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | -19.04% |
| One Months | -1.90% |
| Three Months | 2.39% |
| Six Months | 4.17% |
| Nine Months | 3.64% |
| One Year | 3.34% |
| Three Years | 0.32% |
| Five Years | 6.88% |
| Ten Years | 4.09% |
| YTD | 1.14% |
| Since Inception | 3.92% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | -0.42% |
| One Month | -0.17% |
| Three Months | 0.59% |
| Six Months | 2.05% |
| Nine Months | 2.73% |
| One Year | 3.34% |
| Three Years | 0.95% |
| Five Years | 39.33% |
| Ten Years | 49.21% |
| YTD | 0.34% |
| Since Inception | 79.63% |
Yearly Returns
| 2024 | 0.34% |
|---|---|
| 2023 | 4.23% |
| 2022 | -3.54% |
| 2021 | 5.99% |
| 2020 | 24.82% |
| 2019 | 8.32% |
| 2018 | 2.02% |
| 2017 | 5.59% |
| 2016 | 7.26% |
| 2015 | -5.04% |
Risk against SP-DA
| Alpha | -3.71% |
|---|---|
| Beta | 0.1 |
| Correlation | 58.11% |
| Downside Deviation | 0.98% |
| Coefficient of determination | 33.77% |
| Standard Deviation | 0.57% |
| Sharpe Ratio | -9.72 |
| Sortino | -19.62 |
| Treynor | -20.94 |
| Ulcer Index | 0.73 |
| Ulcer Performance Index | -26.39 |