Dow Down0.28% Nasdaq Down1.02%

Arbitrage R (ARBFX)

12.70 Down 0.01(0.08%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2003):15.18%
Worst 1 Yr Total Return(Dec 30, 2008):-0.63%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)1.301.02
Beta (against Standard Index)-0.100.07
Mean Annual Return0.090.11
R-squared (against Standard Index)1.013.69
Standard Deviation2.493.87
Sharpe Ratio0.410.24
Treynor Ratio-10.59-1.01
5 Years
Alpha (against Standard Index)2.161.11
Beta (against Standard Index)-0.040.04
Mean Annual Return0.170.11
R-squared (against Standard Index)0.134.09
Standard Deviation2.743.76
Sharpe Ratio0.730.22
Treynor Ratio-55.98-2.87
10 Years
Alpha (against Standard Index)1.87-0.28
Beta (against Standard Index)0.050.22
Mean Annual Return0.300.16
R-squared (against Standard Index)0.164.22
Standard Deviation3.874.89
Sharpe Ratio0.520.09
Treynor Ratio42.317.59