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Arbitrage Credit Opportunities I (ACFIX)

10.04 Up 0.01(0.10%) Oct 21

Risk as of Sep 29, 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
Alpha (against Standard Index)N/A2.99
Beta (against Standard Index)N/A0.36
Mean Annual ReturnN/A0.33
R-squared (against Standard Index)N/A16.50
Standard DeviationN/A3.23
Sharpe RatioN/A1.26
Treynor RatioN/A6.79
5 Years
Alpha (against Standard Index)N/A3.71
Beta (against Standard Index)N/A0.12
Mean Annual ReturnN/A0.36
R-squared (against Standard Index)N/A10.91
Standard DeviationN/A3.54
Sharpe RatioN/A1.22
Treynor RatioN/A5.46
10 Years
Alpha (against Standard Index)N/A1.50
Beta (against Standard Index)N/A0.46
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A13.06
Standard DeviationN/A6.85
Sharpe RatioN/A0.47
Treynor RatioN/A-12.62