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More On 120482.BO


JM Arbitrage Advantage Dir Gr (120482.BO)

22.38 Up 0.01(0.04%) Mar 24

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up2
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2014):8.94%
Worst 1 Yr Total Return(Dec 30, 2015):7.82%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Statistic120482.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return0.680.59
R-squared (against Standard Index)N/AN/A
Standard Deviation0.580.74
Sharpe Ratio7.385.15
Treynor RatioN/AN/A
5 Years
Statistic120482.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual ReturnN/A0.63
R-squared (against Standard Index)N/AN/A
Standard DeviationN/A0.84
Sharpe RatioN/A4.45
Treynor RatioN/AN/A
10 Years
Statistic120482.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual ReturnN/A0.60
R-squared (against Standard Index)N/AN/A
Standard DeviationN/A1.03
Sharpe RatioN/A3.19
Treynor RatioN/AN/A