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    Arbitrage Event-Driven A (AGEAX)

    9.53 Up 0.01(0.11%) Jul 2

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up0
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2014):-1.80%
    Worst 1 Yr Total Return(Dec 30, 2014):-1.80%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.861.53
    Beta (against Standard Index)-0.080.08
    Mean Annual Return0.150.15
    R-squared (against Standard Index)0.692.33
    Standard Deviation2.623.42
    Sharpe Ratio0.650.45
    Treynor Ratio-22.0960.27
    5 Years
    Alpha (against Standard Index)N/A1.36
    Beta (against Standard Index)N/A-0.02
    Mean Annual ReturnN/A0.11
    R-squared (against Standard Index)N/A2.44
    Standard DeviationN/A3.58
    Sharpe RatioN/A0.21
    Treynor RatioN/A-2.62
    10 Years
    Alpha (against Standard Index)N/A0.02
    Beta (against Standard Index)N/A0.21
    Mean Annual ReturnN/A0.17
    R-squared (against Standard Index)N/A3.32
    Standard DeviationN/A4.86
    Sharpe RatioN/A0.15
    Treynor RatioN/A18.48