AQR Diversified Arbitrage N
(ADANX)
+0.01
+0.09%
| Symbol | Value ($) |
|---|---|
| Morningstar Rating | |
| Previous Close | 11.15 |
| Category | Market Neutral |
| Net Assets | 815.43 Mil |
| Yield | 0.84% |
| Morningstar Risk | Low |
| Morningstar Return | Average |
- Last NAV update 5/24/2013 4:00 PM ET
| NA |
|---|
| The investment seeks long-term absolute (positive) returns. The fund seeks to outperform, after expenses, the BofA Merrill Lynch 3-Month Treasury Bill Index while seeking to control its tracking risk relative to this benchmark. It uses a number of arbitrage and alternative investment strategies employed by hedge funds and proprietary trading desks of investment banks. The fund invests in a diversified portfolio of instruments, including equities, convertible securities, debt securities, loans, warrants, options, swaps, futures contracts, forwards or other types of derivative instruments. It also engages extensively in short sales of securities. |
| 2009 | 2010 | 2011 | 2012 | 2013 | |
|---|---|---|---|---|---|
| Return | NA | 4.43% | 0.77% | 2.83% | 1.36% |
| Value ($) | NA | 10,443.00 | 10,523.41 | 10,821.22 | 10,968.39 |
- Year to date performance as of 5/23/2013 8:00 PM ET
| Symbol | Value ($) |
|---|---|
| Fund Family | AQR Funds |
| Fund Manager | Ronen Israel |
| Tenure (Years) | 4 |
| Fund Status | Open |
| Minimum Initial Purchase | 1.00 Mil |
| Minimum IRA Investment | NA |
| Front Load | 0.00 |
| Expense Ratio | 1.52% |
| Symbol | Value ($) |
|---|---|
| 1 Month | 0.36% |
| 3 Months | 0.90% |
| 1 Year | 2.99% |
| 3 Years* | 3.26% |
| 5 Years* | NA |
- * Annualized returns
- Performance as of 5/23/2013 8:00 PM ET
| ADANX | Market Neutral | |
|---|---|---|
| 5-Yr Return | NA | 0.34% |
| Sharpe Ratio | 1.49 | 0.16 |
| Net Assets | 815.43 Mil | 226.15 Mil |
| Avg Market Cap | 2.86 Bil | 19.15 Bil |
| Avg P/E | 15.11 | 14.45 |
| Portfolio Turnover | 312 | 339 |
| Symbol | Value ($) |
|---|---|
| Stocks | 40.86% |
| Cash | 42.66% |
| Fixed Income | -5.54% |
| Other | 22.02% |
| NAME | % NET ASSETS |
|---|---|
| Us 2yr Note 28/06/13 | 27.29% |
| S&P500 Emini Fut 21/06/13 | 15.14% |
| Liberty Global, Inc. Class A | 5.19% |
| Liberty Global, Inc. | 4.10% |
| M&T Bank Corp | 3.94% |
| Hudson City Bancorp, Inc. | 3.93% |
| Coventry Health Care, Inc. | 3.55% |
| Us 5yr Note 28/06/13 | 3.37% |
| NYSE Euronext, Inc. | 3.02% |
| HJ Heinz Company | 2.76% |
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Japanese stock price data provided by Nomura Research Institute Ltd.; quotes delayed 20 minutes. Canadian fund data provided by CANNEX Financial Exchanges Ltd.
