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    Touchstone Merger Arbitrage A (TMGAX)

    10.62 Down 0.01(0.09%) May 22

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up2
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):4.66%
    Worst 1 Yr Total Return(Dec 30, 2014):-1.43%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTMGAXCategory
    Alpha (against Standard Index)1.801.20
    Beta (against Standard Index)-0.130.06
    Mean Annual Return0.130.12
    R-squared (against Standard Index)2.942.72
    Standard Deviation2.113.58
    Sharpe Ratio0.700.30
    Treynor Ratio-11.64-28.83
    5 Years
    StatisticTMGAXCategory
    Alpha (against Standard Index)N/A1.18
    Beta (against Standard Index)N/A-0.02
    Mean Annual ReturnN/A0.10
    R-squared (against Standard Index)N/A2.48
    Standard DeviationN/A3.66
    Sharpe RatioN/A0.15
    Treynor RatioN/A-9.20
    10 Years
    StatisticTMGAXCategory
    Alpha (against Standard Index)N/A-0.04
    Beta (against Standard Index)N/A0.21
    Mean Annual ReturnN/A0.17
    R-squared (against Standard Index)N/A3.41
    Standard DeviationN/A4.87
    Sharpe RatioN/A0.14
    Treynor RatioN/A14.28