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    More On AEDFX

    Arbitrage Event-Driven R (AEDFX)

    9.15 0.00(0.00%) Jan 23

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up4
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):5.40%
    Worst 1 Yr Total Return(Dec 30, 2015):-8.31%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.181.10
    Beta (against Standard Index)0.10-0.08
    Mean Annual Return-0.150.08
    R-squared (against Standard Index)0.714.15
    Standard Deviation3.624.52
    Sharpe Ratio-0.520.24
    Treynor Ratio-19.3519.23
    5 Years
    Alpha (against Standard Index)0.331.52
    Beta (against Standard Index)-0.03-0.02
    Mean Annual Return0.030.13
    R-squared (against Standard Index)0.083.10
    Standard Deviation3.434.17
    Sharpe Ratio0.080.44
    Treynor Ratio-5.9367.98
    10 Years
    Alpha (against Standard Index)N/A-0.26
    Beta (against Standard Index)N/A0.16
    Mean Annual ReturnN/A0.09
    R-squared (against Standard Index)N/A2.60
    Standard DeviationN/A4.86
    Sharpe RatioN/A0.10
    Treynor RatioN/A-132.81