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    Merger Investor (MERFX)

    15.97 Up 0.01(0.06%) May 22

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up23
    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)2.821.20
    Beta (against Standard Index)0.000.06
    Mean Annual Return0.240.12
    R-squared (against Standard Index)0.002.72
    Standard Deviation2.483.58
    Sharpe Ratio1.140.30
    Treynor Ratio-1,694.32-28.83
    5 Years
    StatisticMERFXCategory
    Alpha (against Standard Index)3.271.18
    Beta (against Standard Index)-0.14-0.02
    Mean Annual Return0.230.10
    R-squared (against Standard Index)2.282.48
    Standard Deviation2.663.66
    Sharpe Ratio1.010.15
    Treynor Ratio-18.82-9.20
    10 Years
    StatisticMERFXCategory
    Alpha (against Standard Index)2.20-0.04
    Beta (against Standard Index)0.020.21
    Mean Annual Return0.310.17
    R-squared (against Standard Index)0.023.41
    Standard Deviation3.614.87
    Sharpe Ratio0.630.14
    Treynor Ratio142.1814.28