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    Arbitrage I (ARBNX)

    13.00 Down 0.02(0.15%) Oct 13

    Risk as of Sep 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):10.17%
    Worst 1 Yr Total Return(Dec 30, 2008):-0.55%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.841.17
    Beta (against Standard Index)0.040.04
    Mean Annual Return0.080.11
    R-squared (against Standard Index)0.181.98
    Standard Deviation2.643.54
    Sharpe Ratio0.340.25
    Treynor Ratio22.622.39
    5 Years
    Alpha (against Standard Index)1.281.83
    Beta (against Standard Index)0.02-0.02
    Mean Annual Return0.120.15
    R-squared (against Standard Index)0.072.10
    Standard Deviation2.254.33
    Sharpe Ratio0.600.19
    Treynor Ratio61.40-18.46
    10 Years
    Alpha (against Standard Index)1.52-0.09
    Beta (against Standard Index)0.110.24
    Mean Annual Return0.260.16
    R-squared (against Standard Index)0.913.70
    Standard Deviation3.664.99
    Sharpe Ratio0.510.15
    Treynor Ratio17.293.02