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AQR Diversified Arbitrage I Fund (ADAIX)

Fund performance review and position details on AQR Diversified Arbitrage I Fund (ADAIX)

    Last Trade: $ on , Change: (0%)

AQR Diversified Arbitrage I Fund (ADAIX) HighlightAQR Diversified Arbitrage I Fund (ADAIX) Fund Summary

AQR Diversified Arbitrage I Fund (ADAIX) statistics as of May 30, 2016

Category: Market Neutral
Fund Family: AQR Funds
Net Asset: $588.44M
Yield: 4.91%
Year-to-Date Return: 0.43%
Morningstar rating: 2

 

AQR Diversified Arbitrage I Fund (ADAIX) CostAQR Diversified Arbitrage I Fund (ADAIX) Cost

AQR Diversified Arbitrage I Fund (ADAIX) various investment related cost

Initial Investment: 5,000,000
Total Expense Ratio (Market Neutral average): 1.19% (1.70%)
Max Front End Sales Load: 0%
Max Back End Sales Load: 0%
Annual Holdings Turnover: 249.00%

 

AQR Diversified Arbitrage I Fund (ADAIX) PerformanceAQR Diversified Arbitrage I Fund (ADAIX) Performance

Most current AQR Diversified Arbitrage I Fund (ADAIX) Performance

1-month Performance (Market Neutral category median performance): 0.43% (0.30%)
3-month Performance (Market Neutral category median performance): 0.87% (0.95%)
1 Year Performance (Market Neutral category median performance): -4.83% (-0.96%)
3 Year Performance (Market Neutral category median performance): -3.17% (0.90%)
5 Year Performance (Market Neutral category median performance): -1.00% (0.81%)
Number of Years of positive return: 4 years
Number of Years of negative return: 2 years
3 year Alpha (Market Neutral category average): -3.1 (0.64)
3 year Beta (Market Neutral category average): -0.05 (0.04)
3 year Sharpe Ratio: -1.12
3 year Treynor: 60.69

AQR Diversified Arbitrage I Fund (ADAIX) topholdingTop Stock Holdings in AQR Diversified Arbitrage I Fund (ADAIX)

See stock holding change map for more historic information

StockWeightingPrice change (15 mins delay)
Us 2yr Note Fut Jun1611.26%N/A
Intel Cv 3.25%7.05%N/A
E-mini S&P 500 June166.94%N/A
Yahoo! Inc.6.39%0.00%
Sealy Pfd5.63%N/A
Alibaba Group Holding Limited A5.6%0.00%
Intel Corporation5.48%0.00%
Us 10r Note Fut Jun164.74%N/A
Nvidia Cv 1%4.68%N/A
NVIDIA Corporation4.17%0.00%
*Note: The price change will reset to 0 after the midnight

 

AQR Diversified Arbitrage I Fund (ADAIX) Portfolio AllocationAQR Diversified Arbitrage I Fund (ADAIX) Fund Portfolio Allocation

AQR Diversified Arbitrage I Fund (ADAIX) Fund Portfolio Allocation data as of 03/2016

Stock34.53%
Bond4.77%
Cash29.42%
Other5.69%

 

AQR Diversified Arbitrage I Fund (ADAIX) CompareCompare with other Market Neutral category mutual funds

Below are some additional Market Neutral mutual funds generated out of our database

Fund1 Year3 year5 year
AQR Diversified Arbitrage I-4.83-3.17-1.00
Calamos Market Neutral Income I (CMNIX)0.802.953.39 Compare
Gabelli ABC AAA (GABCX)1.632.172.63 Compare
Calamos Market Neutral Income R (CVSRX)0.302.462.87 Compare

See top fund managers for Market Neutral Category Funds

 

AQR Diversified Arbitrage I Fund (ADAIX) PerformanceOther Financial Data Web Sites on AQR Diversified Arbitrage I Fund (ADAIX)

Addition research sites for AQR Diversified Arbitrage I Fund (ADAIX)

 

AQR Diversified Arbitrage I Fund (ADAIX) Related ResourcesSee more information on AQR Diversified Arbitrage I (ADAIX) Fund

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