AQR Diversified Arbitrage Fund

Class Inst (ADAIX)
Scorecard
4 / 5 Stars
Lipper
2 2 5 4 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
---
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 1.15
Mean 0.18
Sharpe Ratio 1.8
Bear Market Decile Rank 41

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
BofAML Convertible Bonds All Qualities
R-Squared 0.51 33.7
Beta -0.03 0.07
Alpha 2.18 1.16

See Also:

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