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    Touchstone Merger Arbitrage Instl (TMGLX)

    10.80 Up 0.01(0.09%) Nov 27

    Risk as of Oct 30, 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):5.04%
    Worst 1 Yr Total Return(Dec 30, 2014):-1.06%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.421.22
    Beta (against Standard Index)-0.060.03
    Mean Annual Return0.200.11
    R-squared (against Standard Index)0.651.84
    Standard Deviation2.083.71
    Sharpe Ratio1.120.29
    Treynor Ratio-40.506.50
    5 Years
    Alpha (against Standard Index)N/A1.48
    Beta (against Standard Index)N/A-0.02
    Mean Annual ReturnN/A0.12
    R-squared (against Standard Index)N/A2.04
    Standard DeviationN/A4.33
    Sharpe RatioN/A0.15
    Treynor RatioN/A-24.02
    10 Years
    Alpha (against Standard Index)N/A0.09
    Beta (against Standard Index)N/A0.18
    Mean Annual ReturnN/A0.16
    R-squared (against Standard Index)N/A2.93
    Standard DeviationN/A5.01
    Sharpe RatioN/A0.17
    Treynor RatioN/A-1.39