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IDFC Arbitrage Reg Div (IDFCARBITRAG.BO)

12.59 0.00(0.00%) Sep 26

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up7
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2012):9.32%
Worst 1 Yr Total Return(Dec 30, 2009):3.29%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIDFCARBITRAG.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return0.720.69
R-squared (against Standard Index)N/AN/A
Standard Deviation0.570.85
Sharpe Ratio0.790.52
Treynor RatioN/AN/A
5 Years
StatisticIDFCARBITRAG.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return0.630.61
R-squared (against Standard Index)N/AN/A
Standard Deviation0.801.03
Sharpe Ratio1.160.93
Treynor RatioN/AN/A
10 Years
StatisticIDFCARBITRAG.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual ReturnN/AN/A
R-squared (against Standard Index)N/AN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioN/AN/A