QDARX
AQR Diversified Arbitrage-R6
$11.93
0.00 (0.00%)
Currency in USD / Last Updated: 4/19/2024
| Category | Arbitrage |
|---|---|
| Market Cap | 1855.759M |
| 52 Week High | 12.02 |
| 52 Week Low | 11.279 |
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Key Data
| Symbol | QDARX |
|---|---|
| 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 | 50000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0125 |
Overview
| 52 Week High | 12.02 |
|---|---|
| 52 Week Low | 11.28 |
| Market Cap | 1,855.76M |
| Shares Outstanding | 155.55M |
| Income Dividend Yield | 2.83% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 2.83% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | -8.10% |
| One Months | -1.90% |
| Three Months | 2.38% |
| Six Months | 5.11% |
| Nine Months | 3.91% |
| One Year | 3.54% |
| Three Years | 0.77% |
| Five Years | 7.24% |
| Ten Years | -999 |
| YTD | 1.12% |
| Since Inception | 4.63% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | -0.17% |
| One Month | -0.17% |
| Three Months | 0.59% |
| Six Months | 2.50% |
| Nine Months | 2.93% |
| One Year | 3.54% |
| Three Years | 2.32% |
| Five Years | 41.75% |
| Ten Years | -999 |
| YTD | 0.34% |
| Since Inception | 54.41% |
Yearly Returns
| 2024 | 0.34% |
|---|---|
| 2023 | 4.69% |
| 2022 | -3.21% |
| 2021 | 6.36% |
| 2020 | 25.24% |
| 2019 | 8.62% |
| 2018 | 2.41% |
| 2017 | 6.02% |
| 2016 | 7.65% |
| 2015 | -4.75% |
Risk against SP-DA
| Alpha | -3.20% |
|---|---|
| Beta | 0.08 |
| Correlation | 49.02% |
| Downside Deviation | 0.98% |
| Coefficient of determination | 24.03% |
| Standard Deviation | 0.59% |
| Sharpe Ratio | -8.77 |
| Sortino | -18.3 |
| Treynor | -21.66 |
| Ulcer Index | 0.71 |
| Ulcer Performance Index | -25.22 |