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Arbitrage Credit Opportunities I (ACFIX)

10.18 Down 0.02(0.20%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up1
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):5.84%
Worst 1 Yr Total Return(Dec 30, 2013):5.84%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticACFIXCategory
Alpha (against Standard Index)N/A2.22
Beta (against Standard Index)N/A0.19
Mean Annual ReturnN/A0.24
R-squared (against Standard Index)N/A9.33
Standard DeviationN/A3.59
Sharpe RatioN/A0.80
Treynor RatioN/A-17.58
5 Years
StatisticACFIXCategory
Alpha (against Standard Index)N/A4.18
Beta (against Standard Index)N/A0.19
Mean Annual ReturnN/A0.43
R-squared (against Standard Index)N/A11.11
Standard DeviationN/A3.63
Sharpe RatioN/A1.40
Treynor RatioN/A-3.62
10 Years
StatisticACFIXCategory
Alpha (against Standard Index)N/A1.66
Beta (against Standard Index)N/A0.48
Mean Annual ReturnN/A0.40
R-squared (against Standard Index)N/A13.58
Standard DeviationN/A6.82
Sharpe RatioN/A0.51
Treynor RatioN/A-34.20