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    Arbitrage Event-Driven A (AGEAX)

    9.11 Up 0.01(0.11%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up0
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2014):-1.80%
    Worst 1 Yr Total Return(Dec 30, 2015):-8.29%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.240.79
    Beta (against Standard Index)0.24-0.02
    Mean Annual Return-0.100.07
    R-squared (against Standard Index)2.972.11
    Standard Deviation3.633.94
    Sharpe Ratio-0.340.20
    Treynor Ratio-5.442.20
    5 Years
    Alpha (against Standard Index)0.911.58
    Beta (against Standard Index)-0.07-0.06
    Mean Annual Return0.070.12
    R-squared (against Standard Index)0.181.99
    Standard Deviation4.444.15
    Sharpe Ratio0.160.30
    Treynor Ratio-8.45-12.41
    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