| ADANX Fund | | | USD 12.15 0.02 0.16% |
Aqr Diversified market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Aqr Diversified Arbitrage or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Aqr Diversified Arbitrage has current Market Risk Adjusted Performance of 19.64.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 19.64 | |
| ER[a] | = | Expected return on investing in Aqr Diversified |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Aqr Diversified Market Risk Adjusted Performance Peers Comparison
Aqr Market Risk Adjusted Performance Relative To Other Indicators
Aqr Diversified Arbitrage is the top fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
0.04 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Aqr Diversified Arbitrage is roughly
26.71
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