ARBNX - Arbitrage I

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★
Number of Years Up11
Number of Years Down1
Best 1 Yr Total Return (Oct 30, 2017)10.17%
Worst 1 Yr Total Return (Oct 30, 2017)-0.55%

Risk Statistics

3 Years
ARBNXCategory Average
5 Years
ARBNXCategory Average
10 Years
ARBNXCategory Average
Alpha
2.630.01
2.490.01
2.05-0
Beta
0.04-0
0.01-0
0.070
Mean Annual Return
0.260
0.230
0.220
R-squared
0.340.08
0.040.06
0.390.02
Standard Deviation
1.710.05
1.850.04
3.470.05
Sharpe Ratio
1.590
1.370
0.660
Treynor Ratio
77.220.08
198.180.01
33.94-0.09