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    Quaker Event Arbitrage A (QEAAX)

    12.01 0.00(0.00%) Aug 25

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):27.84%
    Worst 1 Yr Total Return(Dec 30, 2008):-25.74%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticQEAAXCategory
    Alpha (against Standard Index)-3.70-1.03
    Beta (against Standard Index)1.150.45
    Mean Annual Return0.220.13
    R-squared (against Standard Index)74.3848.87
    Standard Deviation9.244.75
    Sharpe Ratio0.280.34
    Treynor Ratio1.903.15
    5 Years
    StatisticQEAAXCategory
    Alpha (against Standard Index)-2.42-1.35
    Beta (against Standard Index)0.910.54
    Mean Annual Return0.300.19
    R-squared (against Standard Index)71.7658.01
    Standard Deviation8.495.65
    Sharpe Ratio0.420.40
    Treynor Ratio3.5426.87
    10 Years
    StatisticQEAAXCategory
    Alpha (against Standard Index)-2.06-2.38
    Beta (against Standard Index)0.700.75
    Mean Annual Return0.220.21
    R-squared (against Standard Index)61.8569.76
    Standard Deviation8.848.74
    Sharpe Ratio0.200.19
    Treynor Ratio1.961.73