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Arbitrage Capital SICAV (ARBITRAGECAP.BC)

Barcelona - Barcelona Delayed Price. Currency in EUR
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11.6100-0.0600 (-0.5141%)
At close: 10:00PM CEST

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up6
Number of Years Down3
Best 1 Yr Total Return (Apr 30, 2016)23.24%
Worst 1 Yr Total Return (Apr 30, 2016)-3.54%

Risk Statistics

3 Years
ARBITRAGECAP.BCCategory Average
5 Years
ARBITRAGECAP.BCCategory Average
10 Years
ARBITRAGECAP.BCCategory Average
Alpha
-2.46-0.03
-3.72-0.03
0.53-0.03
Beta
0.710.01
0.80.01
0.610.01
Mean Annual Return
0.260
0.270
0.380
R-squared
54.480.7
47.810.69
32.450.72
Standard Deviation
6.520.07
7.180.06
7.740.08
Sharpe Ratio
0.480.01
0.410.01
0.40
Treynor Ratio
4.160.06
3.440.06
4.770.02