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Arbitrage Credit Opportunities I (ACFIX)

9.62 Up 0.01(0.10%) Jun 27

Risk as of May 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):5.84%
Worst 1 Yr Total Return(Dec 30, 2015):-0.98%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticACFIXCategory
Alpha (against Standard Index)1.16-1.53
Beta (against Standard Index)0.210.36
Mean Annual Return0.15-0.04
R-squared (against Standard Index)9.509.80
Standard Deviation1.843.85
Sharpe Ratio0.95-0.03
Treynor Ratio8.4013.22
5 Years
StatisticACFIXCategory
Alpha (against Standard Index)N/A0.40
Beta (against Standard Index)N/A0.37
Mean Annual ReturnN/A0.14
R-squared (against Standard Index)N/A8.45
Standard DeviationN/A4.89
Sharpe RatioN/A0.30
Treynor RatioN/A8.75
10 Years
StatisticACFIXCategory
Alpha (against Standard Index)N/A2.39
Beta (against Standard Index)N/A0.04
Mean Annual ReturnN/A0.29
R-squared (against Standard Index)N/A0.07
Standard DeviationN/A4.55
Sharpe RatioN/A0.55
Treynor RatioN/A64.11