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    Touchstone Merger Arbitrage Instl (TMGLX)

    11.11 Up 0.02(0.18%) Jul 25

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):5.04%
    Worst 1 Yr Total Return(Dec 30, 2014):-1.06%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.680.77
    Beta (against Standard Index)-0.04-0.01
    Mean Annual Return0.140.07
    R-squared (against Standard Index)0.212.02
    Standard Deviation2.213.96
    Sharpe Ratio0.700.09
    Treynor Ratio-40.22-99.41
    5 Years
    Alpha (against Standard Index)N/A1.38
    Beta (against Standard Index)N/A-0.11
    Mean Annual ReturnN/A0.09
    R-squared (against Standard Index)N/A2.31
    Standard DeviationN/A4.35
    Sharpe RatioN/A0.02
    Treynor RatioN/A3.23
    10 Years
    Alpha (against Standard Index)N/A-0.67
    Beta (against Standard Index)N/A0.18
    Mean Annual ReturnN/A0.08
    R-squared (against Standard Index)N/A2.87
    Standard DeviationN/A4.78
    Sharpe RatioN/A0.02
    Treynor RatioN/A6.01