Aqr Diversified Arbitrage Fund Price History
ADAIX Fund | USD 12.19 0.02 0.16% |
Below is the normalized historical share price chart for Aqr Diversified Arbitrage extending back to January 15, 2009. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Aqr Diversified stands at 12.19, as last reported on the 25th of November, with the highest price reaching 12.19 and the lowest price hitting 12.19 during the day.
If you're considering investing in AQR Mutual Fund, it is important to understand the factors that can impact its price. Aqr Diversified Arbitrage secures Sharpe Ratio (or Efficiency) of -0.0926, which signifies that the fund had a -0.0926% return per unit of risk over the last 3 months. Aqr Diversified Arbitrage exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aqr Diversified's Mean Deviation of 0.1097, risk adjusted performance of (0.10), and Standard Deviation of 0.1491 to double-check the risk estimate we provide.
AQR Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
AQR |
Sharpe Ratio = -0.0926
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Negative Returns | ADAIX |
Estimated Market Risk
0.15 actual daily | 1 99% of assets are more volatile |
Expected Return
-0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Aqr Diversified is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Aqr Diversified by adding Aqr Diversified to a well-diversified portfolio.
Aqr Diversified Mutual Fund Price History Chart
There are several ways to analyze Aqr Diversified Arbitrage Fund price data. The simplest method is using a basic AQR candlestick price chart, which shows Aqr Diversified price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest Price | October 16, 2024 | 12.38 |
Lowest Price | November 20, 2024 | 12.16 |
Aqr Diversified November 25, 2024 Mutual Fund Price Synopsis
Various analyses of Aqr Diversified's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell AQR Mutual Fund. It can be used to describe the percentage change in the price of Aqr Diversified from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of AQR Mutual Fund.Aqr Diversified Price Rate Of Daily Change | 1.00 | |
Aqr Diversified Price Action Indicator | 0.01 |
Aqr Diversified November 25, 2024 Mutual Fund Price Analysis
AQR Mutual Fund Price History Data
The price series of Aqr Diversified for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 has a statistical range of 0.22 with a coefficient of variation of 0.37. The prices are distributed with arithmetic mean of 12.31. The median price for the last 90 days is 12.32. The company issued dividends on 12/23/2019.Open | High | Low | Close | Volume | ||
11/25/2024 | 12.19 | 12.19 | 12.19 | 12.19 | ||
11/22/2024 | 12.19 | 12.19 | 12.19 | 12.19 | 1.00 | |
11/21/2024 | 12.17 | 12.17 | 12.17 | 12.17 | 1.00 | |
11/20/2024 | 12.16 | 12.16 | 12.16 | 12.16 | 1.00 | |
11/19/2024 | 12.21 | 12.21 | 12.21 | 12.21 | 1.00 | |
11/18/2024 | 12.25 | 12.25 | 12.25 | 12.25 | 1.00 | |
11/15/2024 | 12.28 | 12.28 | 12.28 | 12.28 | 1.00 | |
11/14/2024 | 12.27 | 12.27 | 12.27 | 12.27 | 1.00 | |
11/13/2024 | 12.27 | 12.27 | 12.27 | 12.27 | 1.00 | |
11/12/2024 | 12.27 | 12.27 | 12.27 | 12.27 | 1.00 | |
11/11/2024 | 12.29 | 12.29 | 12.29 | 12.29 | 1.00 | |
11/08/2024 | 12.32 | 12.32 | 12.32 | 12.32 | 1.00 | |
11/07/2024 | 12.32 | 12.32 | 12.32 | 12.32 | 1.00 | |
11/06/2024 | 12.34 | 12.34 | 12.34 | 12.34 | 1.00 | |
11/05/2024 | 12.30 | 12.30 | 12.30 | 12.30 | 1.00 | |
11/04/2024 | 12.30 | 12.30 | 12.30 | 12.30 | 1.00 | |
11/01/2024 | 12.30 | 12.30 | 12.30 | 12.30 | 1.00 | |
10/31/2024 | 12.26 | 12.26 | 12.26 | 12.26 | 1.00 | |
10/30/2024 | 12.28 | 12.28 | 12.28 | 12.28 | 1.00 | |
10/29/2024 | 12.26 | 12.26 | 12.26 | 12.26 | 1.00 | |
10/28/2024 | 12.27 | 12.27 | 12.27 | 12.27 | 1.00 | |
10/25/2024 | 12.27 | 12.27 | 12.27 | 12.27 | 1.00 | |
10/24/2024 | 12.33 | 12.33 | 12.33 | 12.33 | 1.00 | |
10/23/2024 | 12.34 | 12.34 | 12.34 | 12.34 | 1.00 | |
10/22/2024 | 12.35 | 12.35 | 12.35 | 12.35 | 1.00 | |
10/21/2024 | 12.35 | 12.35 | 12.35 | 12.35 | 1.00 | |
10/18/2024 | 12.37 | 12.37 | 12.37 | 12.37 | 1.00 | |
10/17/2024 | 12.36 | 12.36 | 12.36 | 12.36 | 1.00 | |
10/16/2024 | 12.38 | 12.38 | 12.38 | 12.38 | 1.00 | |
10/15/2024 | 12.37 | 12.37 | 12.37 | 12.37 | 1.00 | |
10/14/2024 | 12.35 | 12.35 | 12.35 | 12.35 | 1.00 | |
10/11/2024 | 12.34 | 12.34 | 12.34 | 12.34 | 1.00 | |
10/10/2024 | 12.35 | 12.35 | 12.35 | 12.35 | 1.00 | |
10/09/2024 | 12.35 | 12.35 | 12.35 | 12.35 | 1.00 | |
10/08/2024 | 12.33 | 12.33 | 12.33 | 12.33 | 1.00 | |
10/07/2024 | 12.34 | 12.34 | 12.34 | 12.34 | 1.00 | |
10/04/2024 | 12.36 | 12.36 | 12.36 | 12.36 | 1.00 | |
10/03/2024 | 12.35 | 12.35 | 12.35 | 12.35 | 1.00 | |
10/02/2024 | 12.35 | 12.35 | 12.35 | 12.35 | 1.00 | |
10/01/2024 | 12.35 | 12.35 | 12.35 | 12.35 | 1.00 | |
09/30/2024 | 12.35 | 12.35 | 12.35 | 12.35 | 1.00 | |
09/27/2024 | 12.33 | 12.33 | 12.33 | 12.33 | 1.00 | |
09/26/2024 | 12.34 | 12.34 | 12.34 | 12.34 | 1.00 | |
09/25/2024 | 12.34 | 12.34 | 12.34 | 12.34 | 1.00 | |
09/24/2024 | 12.33 | 12.33 | 12.33 | 12.33 | 1.00 | |
09/23/2024 | 12.33 | 12.33 | 12.33 | 12.33 | 1.00 | |
09/20/2024 | 12.35 | 12.35 | 12.35 | 12.35 | 1.00 | |
09/19/2024 | 12.34 | 12.34 | 12.34 | 12.34 | 1.00 | |
09/18/2024 | 12.33 | 12.33 | 12.33 | 12.33 | 1.00 | |
09/17/2024 | 12.33 | 12.33 | 12.33 | 12.33 | 1.00 | |
09/16/2024 | 12.32 | 12.32 | 12.32 | 12.32 | 1.00 | |
09/13/2024 | 12.30 | 12.30 | 12.30 | 12.30 | 1.00 | |
09/12/2024 | 12.30 | 12.30 | 12.30 | 12.30 | 1.00 | |
09/11/2024 | 12.29 | 12.29 | 12.29 | 12.29 | 1.00 | |
09/10/2024 | 12.28 | 12.28 | 12.28 | 12.28 | 1.00 | |
09/09/2024 | 12.29 | 12.29 | 12.29 | 12.29 | 1.00 | |
09/06/2024 | 12.27 | 12.27 | 12.27 | 12.27 | 1.00 | |
09/05/2024 | 12.27 | 12.27 | 12.27 | 12.27 | 1.00 | |
09/04/2024 | 12.28 | 12.28 | 12.28 | 12.28 | 1.00 | |
09/03/2024 | 12.31 | 12.31 | 12.31 | 12.31 | 1.00 | |
08/30/2024 | 12.32 | 12.32 | 12.32 | 12.32 | 1.00 |
About Aqr Diversified Mutual Fund history
Aqr Diversified investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for AQR is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Aqr Diversified Arbitrage will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Aqr Diversified stock prices may prove useful in developing a viable investing in Aqr Diversified
The fund seeks to outperform, after expenses, the ICE BofA US 3-Month Treasury Bill Index while seeking to control its tracking risk relative to this benchmark. It invests in a diversified portfolio of instruments, including equities, convertible securities, debt securities, loans, rights, warrants, options, swaps, futures contracts, forwards or other types of derivative instruments.
Aqr Diversified Mutual Fund Technical Analysis
Aqr Diversified technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
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Aqr Diversified Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr Diversified's price direction in advance. Along with the technical and fundamental analysis of AQR Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of AQR to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | (0.10) | |||
Jensen Alpha | (0.03) | |||
Total Risk Alpha | (0.05) | |||
Treynor Ratio | (0.28) |
Cycle Indicators | ||
Math Operators | ||
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Other Information on Investing in AQR Mutual Fund
Aqr Diversified financial ratios help investors to determine whether AQR Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in AQR with respect to the benefits of owning Aqr Diversified security.
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