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Arbitrage R (ARBFX)

On Nov 27: 12.89   0.00 (0.00%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2007): 7.14% Worst 1 Yr Total Return (2008): -0.63% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ARBFX Category Alpha (against Standard Index) 3.46 0.85 Beta (against Standard Index) -0.57 -3.54 Mean Annual Return 5.09 -0.11 R-squared (against Standard Index) 0 5.70 Standard Deviation 5.28 10.82 Sharpe Ratio 0.51 N/A Treynor Ratio -4.74 N/A 5 Years Statistic ARBFX Category Alpha (against Standard Index) 2.08 2.74 Beta (against Standard Index) -0.17 -4.26 Mean Annual Return 4.94 0.22 R-squared (against Standard Index) 0 5.13 Standard Deviation 4.73 9.31 Sharpe Ratio 0.41 N/A Treynor Ratio -11.03 N/A 10 Years Statistic ARBFX Category Alpha (against Standard Index) N/A 2.70 Beta (against Standard Index) N/A -2.55 Mean Annual Return N/A 0.34 R-squared (against Standard Index) N/A 1.73 Standard Deviation N/A 8.43 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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