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    Arbitrage A (ARGAX)

    12.79 Down 0.04(0.31%) Jun 29

    Risk as of May 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)1.641.53
    Beta (against Standard Index)-0.030.08
    Mean Annual Return0.140.15
    R-squared (against Standard Index)0.112.33
    Standard Deviation2.453.42
    Sharpe Ratio0.640.45
    Treynor Ratio-54.9860.27
    5 Years
    Alpha (against Standard Index)2.181.36
    Beta (against Standard Index)0.03-0.02
    Mean Annual Return0.200.11
    R-squared (against Standard Index)0.152.44
    Standard Deviation2.183.58
    Sharpe Ratio1.050.21
    Treynor Ratio75.39-2.62
    10 Years
    Alpha (against Standard Index)1.950.02
    Beta (against Standard Index)0.060.21
    Mean Annual Return0.290.17
    R-squared (against Standard Index)0.273.32
    Standard Deviation3.654.86
    Sharpe Ratio0.590.15
    Treynor Ratio37.0818.48