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Touchstone Arbitrage A (TMARX)

9.74 Up 0.01(0.10%) Oct 30

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up0
Number of Years Down0
Best 1 Yr Total Return():N/A
Worst 1 Yr Total Return():N/A
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTMARXCategory
Alpha (against Standard Index)N/A1.17
Beta (against Standard Index)N/A0.11
Mean Annual ReturnN/A0.13
R-squared (against Standard Index)N/A4.22
Standard DeviationN/A3.77
Sharpe RatioN/A0.29
Treynor RatioN/A9.96
5 Years
StatisticTMARXCategory
Alpha (against Standard Index)N/A1.02
Beta (against Standard Index)N/A0.05
Mean Annual ReturnN/A0.11
R-squared (against Standard Index)N/A4.33
Standard DeviationN/A3.74
Sharpe RatioN/A0.19
Treynor RatioN/A-10.91
10 Years
StatisticTMARXCategory
Alpha (against Standard Index)N/A-0.16
Beta (against Standard Index)N/A0.21
Mean Annual ReturnN/A0.17
R-squared (against Standard Index)N/A4.10
Standard DeviationN/A5.00
Sharpe RatioN/A0.10
Treynor RatioN/A4.07