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Candriam Risk Arbitrage N (FR0010988055.PA)

1,013.49 Down 1.90(0.19%) Oct 20

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up2
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2012):1.50%
Worst 1 Yr Total Return(Dec 30, 2013):1.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFR0010988055.PACategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return0.010.43
R-squared (against Standard Index)N/AN/A
Standard Deviation9.199.33
Sharpe Ratio0.000.56
Treynor RatioN/AN/A
5 Years
StatisticFR0010988055.PACategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual ReturnN/A0.38
R-squared (against Standard Index)N/AN/A
Standard DeviationN/A12.70
Sharpe RatioN/A0.37
Treynor RatioN/AN/A
10 Years
StatisticFR0010988055.PACategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual ReturnN/A0.24
R-squared (against Standard Index)N/AN/A
Standard DeviationN/A12.25
Sharpe RatioN/A0.11
Treynor RatioN/AN/A