• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.09% Nasdaq Up0.30%

    Merger Investor (MERFX)

    15.47 Down 0.01(0.06%) Jul 28

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up23
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2003):11.04%
    Worst 1 Yr Total Return(Dec 30, 2002):-5.67%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMERFXCategory
    Alpha (against Standard Index)1.700.77
    Beta (against Standard Index)-0.04-0.01
    Mean Annual Return0.140.07
    R-squared (against Standard Index)0.142.02
    Standard Deviation3.023.96
    Sharpe Ratio0.510.09
    Treynor Ratio-35.67-99.41
    5 Years
    StatisticMERFXCategory
    Alpha (against Standard Index)1.971.38
    Beta (against Standard Index)-0.14-0.11
    Mean Annual Return0.130.09
    R-squared (against Standard Index)1.812.31
    Standard Deviation2.984.35
    Sharpe Ratio0.480.02
    Treynor Ratio-9.723.23
    10 Years
    StatisticMERFXCategory
    Alpha (against Standard Index)1.83-0.67
    Beta (against Standard Index)-0.010.18
    Mean Annual Return0.230.08
    R-squared (against Standard Index)0.022.87
    Standard Deviation3.534.78
    Sharpe Ratio0.500.02
    Treynor Ratio-121.716.01