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    Arbitrage R (ARBFX)

    12.82 Down 0.01(0.08%) Oct 24

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up13
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2003):15.18%
    Worst 1 Yr Total Return(Dec 30, 2008):-0.63%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.420.77
    Beta (against Standard Index)0.06-0.04
    Mean Annual Return0.150.06
    R-squared (against Standard Index)0.802.32
    Standard Deviation1.793.84
    Sharpe Ratio0.930.18
    Treynor Ratio27.001.25
    5 Years
    Alpha (against Standard Index)1.431.92
    Beta (against Standard Index)-0.01-0.04
    Mean Annual Return0.120.16
    R-squared (against Standard Index)0.021.97
    Standard Deviation2.304.02
    Sharpe Ratio0.610.41
    Treynor Ratio-128.24-104.08
    10 Years
    Alpha (against Standard Index)1.76-0.53
    Beta (against Standard Index)0.090.19
    Mean Annual Return0.240.09
    R-squared (against Standard Index)0.602.96
    Standard Deviation3.594.86
    Sharpe Ratio0.590.06
    Treynor Ratio24.10-17.19