Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ADANX (AQR DIVERSIFIED ARBITRAGE FUND CLASS N) | 2.97% | 6.55% | 6.00% | 2.69% | 6.59% | 3.92% | NA | … | … |
Data as of 06/05/2026, Common starting date is 01/15/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADANX (AQR DIVERSIFIED ARBITRAGE FUND CLASS N) | 01/15/2009 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 6.55 | 6.00 | 2.69 | 6.59 | 3.92 | NA | … | … | 2.97 | 5.70 | 2.92 | 4.23 | -3.54 | 5.99 | 24.85 | 8.33 | 2.01 | 5.58 | 7.26 | -5.04 | -5.23 | 1.42 | 2.83 | 0.77 | 4.43 | 8.88 |
| Sharpe Ratio | NA | 2.84 | 1.68 | 0.10 | 1.15 | NA | NA | … | … | 2.98 | 1.22 | -2.07 | -0.01 | -1.19 | 1.04 | 2.41 | 3.74 | 0.30 | 1.99 | 2.36 | -1.93 | -1.95 | 0.76 | 1.69 | 0.33 | 1.97 | 3.23 |
| Standard Deviation(%) | NA | 1.43 | 1.72 | 2.62 | 4.33 | NA | NA | … | … | 1.58 | 2.38 | 1.78 | 2.44 | 4.14 | 5.74 | 10.18 | 1.85 | 2.34 | 2.50 | 2.99 | 2.63 | 2.70 | 1.83 | 1.66 | 2.23 | 2.21 | 2.84 |
| Draw Down(%) | NA | 0.39 | 1.70 | 7.48 | 14.73 | NA | NA | … | … | 0.39 | 1.77 | 1.70 | 2.53 | 6.02 | 6.96 | 14.73 | 0.64 | 2.30 | 1.23 | 2.39 | 6.47 | 7.08 | 1.16 | 1.08 | 2.30 | 2.19 | 2.47 |
| Yield(%) | 0.00 | 1.89 | 1.85 | 1.15 | 3.06 | 2.50 | 2.23 | … | … | 0.00 | 1.97 | 0.98 | 2.51 | 0.09 | 0.42 | 1.64 | 1.92 | 5.97 | 6.75 | 6.86 | 4.03 | 1.57 | 2.78 | 1.36 | 3.11 | 1.37 | 1.07 |
Data as of 06/05/2026, Common starting date is 01/15/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADANX (AQR DIVERSIFIED ARBITRAGE FUND CLASS N) |
-3.69%
Jan 2013 – Jan 2016 |
-1.67%
Jan 2011 – Jan 2016 |
1.39%
Mar 2010 – Mar 2020 |
3.57%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADANX (AQR DIVERSIFIED ARBITRAGE FUND CLASS N) |
14.57%
Feb 2018 – Feb 2021 |
11.41%
Feb 2016 – Feb 2021 |
6.60%
Jan 2016 – Jan 2026 |
3.97%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart