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AEDNX: THE ARBITRAGE EVENT-DRIVEN FUND CLASS I (MUTUAL FUND)
Basic Info 11.94 0(0.0%) October 11
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: | (32%) |
| Start Date: | 10/04/2010 |
| Last Dividend Date: | 12/14/2023 |
| 12-Mo. Yield | 0.74% |
| Expenses | 1.44% |
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Performance Analytics (As of 10/10/2024)
Not up-to-date? Try| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/04/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.2 | 2.5 | 5.6 | 2.5 | 4.7 | 2.2 | 2.5 | 5.9 | -0.6 | 1.2 | 13.4 | 4.8 | -0.2 | 3.9 | 5.4 | -10.5 | -1.5 | 5.7 | 2.0 | 3.5 | 1.8 |
| Sharpe Ratio | NA | -1.39 | -0.16 | -0.3 | 0.36 | 0.13 | 0.29 | 0.39 | -0.36 | 0.26 | 1.07 | 1.62 | -0.33 | 1.38 | 2.35 | -2.43 | -0.67 | 3.34 | 0.59 | 0.45 | 1.8 |
| Draw Down(%) | NA | 2.0 | 2.0 | 6.8 | 12.2 | 13.3 | 15.4 | 3.7 | 6.4 | 5.8 | 12.2 | 1.6 | 4.9 | 1.8 | 1.8 | 12.4 | 4.9 | 0.7 | 3.9 | 6.2 | 1.5 |
| Standard Deviation(%) | NA | 2.8 | 3.2 | 4.4 | 6.7 | 5.3 | 5.1 | 4.2 | 5.7 | 4.4 | 12.2 | 2.1 | 4.5 | 2.4 | 2.2 | 4.4 | 2.3 | 1.7 | 3.3 | 7.7 | 4.0 |
| Treynor Ratio | NA | 1.04 | 0.1 | 0.68 | -3.3 | -0.49 | -0.57 | 2.71 | 0.65 | -0.54 | 2.14 | -42.84 | -0.21 | -0.68 | -0.8 | 0.69 | -0.18 | 0.87 | -0.12 | -0.09 | 0.4 |
| Alpha | NA | -0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | -0.01 | 0.01 | 0.05 | 0.01 | -0.01 | 0.01 | 0.02 | -0.04 | -0.01 | 0.02 | 0.01 | 0.03 | 0.03 |
| Beta | NA | -0.04 | -0.05 | -0.02 | -0.01 | -0.01 | -0.03 | 0.01 | -0.03 | -0.02 | 0.06 | 0.0 | 0.07 | -0.05 | -0.06 | -0.15 | 0.08 | 0.07 | -0.16 | -0.37 | 0.18 |
| RSquared | NA | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.02 | 0.04 | 0.02 | 0.02 | 0.03 | 0.03 | 0.02 |
| Yield(%) | N/A | 0.0 | 0.7 | 0.3 | 0.3 | 0.6 | N/A | 0.8 | 0.0 | 0.0 | 0.3 | 0.5 | 1.7 | 0.6 | 0.0 | 0.0 | 2.5 | 0.8 | 2.6 | 6.2 | 1.1 |
| Dividend Growth(%) | N/A | -100.0 | N/A | -64.7 | -67.7 | N/A | N/A | N/A | N/A | -100.0 | -42.2 | -72.9 | 181.7 | N/A | N/A | -100.0 | 209.8 | -67.6 | -59.6 | 449.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/04/2010
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