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Merger Investor (MERFX)

16.52 Up 0.01(0.06%) Sep 18

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up22
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2000):17.58%
Worst 1 Yr Total Return(Dec 30, 2002):-5.67%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMERFXCategory
Alpha (against Standard Index)3.871.02
Beta (against Standard Index)0.070.07
Mean Annual Return0.350.11
R-squared (against Standard Index)0.713.69
Standard Deviation2.243.87
Sharpe Ratio1.820.24
Treynor Ratio57.56-1.01
5 Years
StatisticMERFXCategory
Alpha (against Standard Index)3.901.11
Beta (against Standard Index)-0.090.04
Mean Annual Return0.300.11
R-squared (against Standard Index)1.194.09
Standard Deviation2.423.76
Sharpe Ratio1.440.22
Treynor Ratio-37.56-2.87
10 Years
StatisticMERFXCategory
Alpha (against Standard Index)2.26-0.28
Beta (against Standard Index)0.040.22
Mean Annual Return0.330.16
R-squared (against Standard Index)0.114.22
Standard Deviation3.574.89
Sharpe Ratio0.660.09
Treynor Ratio66.957.59