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Quaker Event Arbitrage I (QEAIX)

12.08 Down 0.01(0.08%) Oct 21

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up3
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2013):12.60%
Worst 1 Yr Total Return(Dec 30, 2015):-8.30%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.38-1.06
Beta (against Standard Index)1.210.46
Mean Annual Return0.260.12
R-squared (against Standard Index)76.9547.87
Standard Deviation9.214.74
Sharpe Ratio0.320.33
Treynor Ratio2.121.20
5 Years
Alpha (against Standard Index)-1.88-1.03
Beta (against Standard Index)0.900.52
Mean Annual Return0.480.29
R-squared (against Standard Index)67.2356.30
Standard Deviation7.895.11
Sharpe Ratio0.720.66
Treynor Ratio6.135.38
10 Years
Alpha (against Standard Index)-1.58-2.46
Beta (against Standard Index)0.700.74
Mean Annual Return0.250.19
R-squared (against Standard Index)62.4469.79
Standard Deviation8.848.70
Sharpe Ratio0.240.17
Treynor Ratio2.521.43