MERFX - Merger Investor

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★
Number of Years Up24
Number of Years Down3
Best 1 Yr Total Return (Oct 30, 2017)11.04%
Worst 1 Yr Total Return (Oct 30, 2017)-5.67%

Risk Statistics

3 Years
MERFXCategory Average
5 Years
MERFXCategory Average
10 Years
MERFXCategory Average
Alpha
1.750.01
2.20.01
1.73-0
Beta
-0.15-0
-0.01-0
-0.010
Mean Annual Return
0.150
0.20
0.170
R-squared
2.760.08
0.010.06
0.010.02
Standard Deviation
2.540.05
2.520.04
3.440.05
Sharpe Ratio
0.570
0.870
0.480
Treynor Ratio
-9.60.08
-272.720.01
-142.12-0.09