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Fund


Arbitrage Capital SICAV (ARBITRAGECAP.BC)

10.72 Up 0.08(0.75%) May 24

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up6
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):23.24%
Worst 1 Yr Total Return(Dec 30, 2011):-3.54%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticARBITRAGECAP.BCCategory
Alpha (against Standard Index)-2.46-3.19
Beta (against Standard Index)0.710.89
Mean Annual Return0.260.32
R-squared (against Standard Index)54.4875.09
Standard Deviation6.527.04
Sharpe Ratio0.480.55
Treynor Ratio4.164.89
5 Years
StatisticARBITRAGECAP.BCCategory
Alpha (against Standard Index)-3.72-4.31
Beta (against Standard Index)0.800.94
Mean Annual Return0.270.32
R-squared (against Standard Index)47.8171.36
Standard Deviation7.187.06
Sharpe Ratio0.410.53
Treynor Ratio3.443.79
10 Years
StatisticARBITRAGECAP.BCCategory
Alpha (against Standard Index)0.53-2.75
Beta (against Standard Index)0.610.94
Mean Annual Return0.380.22
R-squared (against Standard Index)32.4573.36
Standard Deviation7.747.86
Sharpe Ratio0.400.17
Treynor Ratio4.771.15