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    Arbitrage A (ARGAX)

    12.82 0.00(0.00%) Oct 25

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up2
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2014):1.35%
    Worst 1 Yr Total Return(Dec 30, 2015):0.69%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.480.77
    Beta (against Standard Index)0.05-0.04
    Mean Annual Return0.150.06
    R-squared (against Standard Index)0.592.32
    Standard Deviation1.783.84
    Sharpe Ratio0.950.18
    Treynor Ratio32.151.25
    5 Years
    Alpha (against Standard Index)1.471.92
    Beta (against Standard Index)-0.02-0.04
    Mean Annual Return0.130.16
    R-squared (against Standard Index)0.051.97
    Standard Deviation2.294.02
    Sharpe Ratio0.620.41
    Treynor Ratio-73.15-104.08
    10 Years
    Alpha (against Standard Index)1.78-0.53
    Beta (against Standard Index)0.080.19
    Mean Annual Return0.240.09
    R-squared (against Standard Index)0.562.96
    Standard Deviation3.584.86
    Sharpe Ratio0.590.06
    Treynor Ratio25.03-17.19