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    Touchstone Merger Arbitrage A (TMGAX)

    10.71 0.00(0.00%) Mar 22

    Risk as of Feb 27, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up4
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):4.66%
    Worst 1 Yr Total Return(Dec 30, 2014):-1.43%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTMGAXCategory
    Alpha (against Standard Index)1.240.82
    Beta (against Standard Index)-0.08-0.06
    Mean Annual Return0.100.07
    R-squared (against Standard Index)0.914.25
    Standard Deviation2.334.44
    Sharpe Ratio0.460.23
    Treynor Ratio-13.81-1.45
    5 Years
    StatisticTMGAXCategory
    Alpha (against Standard Index)2.160.85
    Beta (against Standard Index)-0.10-0.01
    Mean Annual Return0.170.08
    R-squared (against Standard Index)2.033.48
    Standard Deviation2.123.91
    Sharpe Ratio0.920.35
    Treynor Ratio-18.60-14.08
    10 Years
    StatisticTMGAXCategory
    Alpha (against Standard Index)N/A-0.21
    Beta (against Standard Index)N/A0.16
    Mean Annual ReturnN/A0.08
    R-squared (against Standard Index)N/A2.56
    Standard DeviationN/A4.86
    Sharpe RatioN/A0.11
    Treynor RatioN/A-21.34