• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.74% Nasdaq Up0.92%

    Arbitrage Event-Driven C (AEFCX)

    9.01 Up 0.01(0.11%) Sep 27

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up1
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):4.68%
    Worst 1 Yr Total Return(Dec 30, 2015):-9.06%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.950.79
    Beta (against Standard Index)0.23-0.02
    Mean Annual Return-0.160.07
    R-squared (against Standard Index)2.742.11
    Standard Deviation3.583.94
    Sharpe Ratio-0.560.20
    Treynor Ratio-9.042.20
    5 Years
    Alpha (against Standard Index)0.221.58
    Beta (against Standard Index)-0.07-0.06
    Mean Annual Return0.010.12
    R-squared (against Standard Index)0.191.99
    Standard Deviation4.424.15
    Sharpe Ratio0.000.30
    Treynor Ratio1.40-12.41
    10 Years
    Alpha (against Standard Index)N/A-0.58
    Beta (against Standard Index)N/A0.19
    Mean Annual ReturnN/A0.09
    R-squared (against Standard Index)N/A2.91
    Standard DeviationN/A4.87
    Sharpe RatioN/A0.06
    Treynor RatioN/A-2.30