ADAIX Mutual Fund Quote

ADAIX -  USA Fund  

USD 11.61  0.05  0.43%

Market Performance
0 of 100
Odds Of Distress
Less than 1
Aqr Diversified is trading at 11.61 as of the 26th of June 2022; that is 0.43 percent up since the beginning of the trading day. The fund's open price was 11.56. Aqr Diversified has a very small chance of experiencing financial distress in the next few years, but has generated negative returns over the last 90 days. Equity ratings for Aqr Diversified Arbitrage are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 6th of July 2020 and ending today, the 26th of June 2022. Click here to learn more.
The fund seeks to outperform, after expenses, the ICE BofAML US 3-Month Treasury Bill Index while seeking to control its tracking risk relative to this benchmark. Aqr Diversified is traded on NASDAQ Exchange in the United States. More on Aqr Diversified Arbitrage

Moving together with Aqr Diversified

0.74JPMJP Morgan Chase Financial Report 12th of July 2022 PairCorr
0.77PGProcter Gamble Fiscal Year End 29th of July 2022 PairCorr

Aqr Diversified Mutual Fund Highlights

Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. If you consider yourself one of those investors, make sure you clearly understand your entering position. Aqr Diversified's investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding Aqr Diversified or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.
Aqr Diversified generated a negative expected return over the last 90 days
Aqr Diversified is unlikely to experience financial distress in the next 2 years
The fund holds about 7.32% of its assets under management (AUM) in cash
Macroaxis Advice
Unlike general analyst consensus, Macroaxis buy hold or sell recommendation is provided in the context of your current investment horizon and risk tolerance. The advice algorithm takes into account all of Aqr Diversified's available fundamental, technical, and predictive indicators. Your current horizon is 90 days - details
Strong HoldFairly Valued
Beta In Three Year0.3
Startdate15th of January 2009
Aqr Diversified Arbitrage [ADAIX] is traded in USA and was established 26th of June 2022. The fund is listed under Relative Value Arbitrage category and is part of AQR Funds family. Aqr Diversified Arbitrage presently has accumulated 1.32 B in assets under management (AUM) with minimum initial investment of 5 M. , while the total return for the last 3 years was 3.53%.
Check Aqr Diversified Probability Of Bankruptcy

Instrument Allocation

Sector Allocation (%)

Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on ADAIX Mutual Fund. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding ADAIX Mutual Fund, and the less return is expected.
Institutional investors that are interested in enforcing a sector tilt in their portfolio can use exchange-traded funds, such as Aqr Diversified Arbitrage Mutual Fund, as a low-cost alternative to building a custom portfolio. So, using sector ETFs to diversify your portfolio can be a profitable strategy. However, no matter what sectors are desirable at a given time, no single industry should ever make up more than 20 percent of your stock portfolio.

Top Aqr Diversified Arbitrage Constituents

Aqr Diversified Target Price Odds Analysis

What are Aqr Diversified's target price odds to finish over the current price? Based on a normal probability distribution, the odds of Aqr Diversified jumping above the current price in 90 days from now is about 81.72%. The Aqr Diversified Arbitrage probability density function shows the probability of Aqr Diversified mutual fund to fall within a particular range of prices over 90 days. Assuming the 90 days horizon Aqr Diversified has a beta of 0.1723. This suggests as returns on the market go up, Aqr Diversified average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Aqr Diversified Arbitrage will be expected to be much smaller as well. Additionally, the company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Aqr Diversified Arbitrage is significantly underperforming DOW.
  Odds Below 11.61HorizonTargetOdds Above 11.61
17.89%90 days
 11.61 
81.72%
Based on a normal probability distribution, the odds of Aqr Diversified to move above the current price in 90 days from now is about 81.72 (This Aqr Diversified Arbitrage probability density function shows the probability of ADAIX Mutual Fund to fall within a particular range of prices over 90 days) .

Aqr Diversified Arbitrage Risk Profiles

Investors will always prefer to have the highest possible return on investment while minimizing volatility. Aqr Diversified market risk premium is the additional return an investor will receive from holding Aqr Diversified long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Aqr Diversified. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although Aqr Diversified's alpha and beta are two of the key measurements used to evaluate Aqr Diversified's performance over the market, the standard measures of volatility play an important role as well.

Aqr Diversified Against Markets

Picking the right benchmark for Aqr Diversified mutual fund is fundamental to making educated investment choices. Many naive investors compare their positions with the S&P 500 or with the Nasdaq. But these benchmarks are not all-inclusive and generally should be used only for large-capitalization equities or stock offerings from large companies. When the price of a selected benchmark declines in a down market, there may be an uptick in Aqr Diversified mutual fund price where buyers come in believing the asset is cheap. The opposite is true when the market is bullish; so, accurately picking the benchmark for Aqr Diversified is critical whether you are bullish or bearish towards Aqr Diversified Arbitrage at a given time.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Aqr Diversified without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Investing Aqr Diversified Arbitrage

You need to understand the risk of investing before taking a position in Aqr Diversified. The danger of trading Aqr Diversified Arbitrage is mainly related to its market volatility and Mutual Fund specific events. As an investor, you must understand the concept of risk-adjusted return before you start trading. The most common way to measure the risk of Aqr Diversified is by using the Sharpe ratio. The ratio expresses how much excess return you acquire for the extra volatility you endure for holding a more risker asset than Aqr Diversified. The Shape ratio is calculated by using standard deviation and excess return to determine reward per unit of risk. To understand how volatile Aqr Diversified Arbitrage is, you must compare it to a benchmark. Traditionally, the risk-free rate of return is the rate of return on the shortest-dated U.S. Treasury, such as a 3-year bond.
Please continue to Trending Equities. Note that the Aqr Diversified Arbitrage information on this page should be used as a complementary analysis to other Aqr Diversified's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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When running Aqr Diversified Arbitrage price analysis, check to measure Aqr Diversified's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Aqr Diversified is operating at the current time. Most of Aqr Diversified's value examination focuses on studying past and present price action to predict the probability of Aqr Diversified's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Aqr Diversified's price. Additionally, you may evaluate how the addition of Aqr Diversified to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Aqr Diversified's value and its price as these two are different measures arrived at by different means. Investors typically determine Aqr Diversified value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aqr Diversified's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.