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    Arbitrage Event-Driven R (AEDFX)

    9.77 Down 0.02(0.20%) Apr 17

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):5.40%
    Worst 1 Yr Total Return(Dec 30, 2014):-1.69%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.391.31
    Beta (against Standard Index)-0.140.04
    Mean Annual Return0.090.12
    R-squared (against Standard Index)1.913.08
    Standard Deviation2.853.59
    Sharpe Ratio0.340.29
    Treynor Ratio-6.95-14.15
    5 Years
    Alpha (against Standard Index)N/A1.20
    Beta (against Standard Index)N/A-0.03
    Mean Annual ReturnN/A0.10
    R-squared (against Standard Index)N/A2.69
    Standard DeviationN/A3.66
    Sharpe RatioN/A0.14
    Treynor RatioN/A155.66
    10 Years
    Alpha (against Standard Index)N/A-0.14
    Beta (against Standard Index)N/A0.20
    Mean Annual ReturnN/A0.17
    R-squared (against Standard Index)N/A3.34
    Standard DeviationN/A4.88
    Sharpe RatioN/A0.12
    Treynor RatioN/A22.94