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    More On 103780.BO


    JM Arbitrage Advantage Gr (103780.BO)

    21.55 Up 0.02(0.09%) Dec 2

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2012):9.46%
    Worst 1 Yr Total Return(Dec 30, 2009):4.52%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Statistic103780.BOCategory
    Alpha (against Standard Index)N/AN/A
    Beta (against Standard Index)N/AN/A
    Mean Annual Return0.630.61
    R-squared (against Standard Index)N/AN/A
    Standard Deviation0.580.77
    Sharpe Ratio6.165.23
    Treynor RatioN/AN/A
    5 Years
    Statistic103780.BOCategory
    Alpha (against Standard Index)N/AN/A
    Beta (against Standard Index)N/AN/A
    Mean Annual Return0.660.65
    R-squared (against Standard Index)N/AN/A
    Standard Deviation0.620.80
    Sharpe Ratio5.274.58
    Treynor RatioN/AN/A
    10 Years
    Statistic103780.BOCategory
    Alpha (against Standard Index)N/AN/A
    Beta (against Standard Index)N/AN/A
    Mean Annual ReturnN/A0.61
    R-squared (against Standard Index)N/AN/A
    Standard DeviationN/A0.94
    Sharpe RatioN/A3.48
    Treynor RatioN/AN/A