• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.42% Nasdaq Down0.05%

    Arbitrage I (ARBNX)

    13.13 0.00(0.00%) Jul 25

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):10.17%
    Worst 1 Yr Total Return(Dec 30, 2008):-0.55%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticARBNXCategory
    Alpha (against Standard Index)1.520.77
    Beta (against Standard Index)0.09-0.01
    Mean Annual Return0.160.07
    R-squared (against Standard Index)1.802.02
    Standard Deviation1.783.96
    Sharpe Ratio1.060.09
    Treynor Ratio20.90-99.41
    5 Years
    StatisticARBNXCategory
    Alpha (against Standard Index)1.621.38
    Beta (against Standard Index)0.02-0.11
    Mean Annual Return0.150.09
    R-squared (against Standard Index)0.042.31
    Standard Deviation2.294.35
    Sharpe Ratio0.730.02
    Treynor Ratio96.833.23
    10 Years
    StatisticARBNXCategory
    Alpha (against Standard Index)1.82-0.67
    Beta (against Standard Index)0.090.18
    Mean Annual Return0.260.08
    R-squared (against Standard Index)0.612.87
    Standard Deviation3.584.78
    Sharpe Ratio0.610.02
    Treynor Ratio24.806.01