The Arbitrage Fund

Scorecard
3 / 5 Stars
Lipper
1 1 5 3 3
Zacks Investment Research
4 (Sell)
Standard & Poor's
---
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 2.48
Mean 0.13
Sharpe Ratio 0.59
Bear Market Decile Rank 15

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Morningstar SEC/Technology TR USD
R-Squared 0.56 13.45
Beta -0.07 0.06
Alpha 1.71 0.72