• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.08% Nasdaq Up0.22%

    Arbitrage A (ARGAX)

    12.76 Up 0.01(0.08%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up1
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2014):1.35%
    Worst 1 Yr Total Return(Dec 30, 2014):1.35%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.811.22
    Beta (against Standard Index)0.030.03
    Mean Annual Return0.160.11
    R-squared (against Standard Index)0.171.84
    Standard Deviation2.223.71
    Sharpe Ratio0.840.29
    Treynor Ratio58.386.50
    5 Years
    Alpha (against Standard Index)1.291.48
    Beta (against Standard Index)0.01-0.02
    Mean Annual Return0.110.12
    R-squared (against Standard Index)0.012.04
    Standard Deviation2.314.33
    Sharpe Ratio0.570.15
    Treynor Ratio130.80-24.02
    10 Years
    Alpha (against Standard Index)1.710.09
    Beta (against Standard Index)0.070.18
    Mean Annual Return0.270.16
    R-squared (against Standard Index)0.402.93
    Standard Deviation3.615.01
    Sharpe Ratio0.540.17
    Treynor Ratio27.52-1.39