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Quaker Event Arbitrage A (QEAAX)

14.03 Up 0.01(0.07%) Aug 27

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up8
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):27.84%
Worst 1 Yr Total Return(Dec 30, 2008):-25.74%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.45-2.50
Beta (against Standard Index)0.480.57
Mean Annual Return0.450.57
R-squared (against Standard Index)80.3566.74
Standard Deviation6.528.68
Sharpe Ratio0.820.79
Treynor Ratio11.0511.88
5 Years
Alpha (against Standard Index)0.62-1.82
Beta (against Standard Index)0.340.62
Mean Annual Return0.530.71
R-squared (against Standard Index)51.0870.24
Standard Deviation6.3610.03
Sharpe Ratio0.990.83
Treynor Ratio18.1414.35
10 Years
Alpha (against Standard Index)0.950.45
Beta (against Standard Index)0.410.64
Mean Annual Return0.460.55
R-squared (against Standard Index)53.9066.31
Standard Deviation8.2811.45
Sharpe Ratio0.480.43
Treynor Ratio8.984.38