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AGEAX: THE ARBITRAGE EVENT-DRIVEN FUND CLASS A (MUTUAL FUND)
Basic Info 11.3 0.01(0.09%) April 25
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (100%) |
Start Date: | 05/31/2013 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 0.46% |
Expenses | 1.71% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/03/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.3 | -1.7 | 3.0 | 0.1 | 3.5 | 1.5 | 1.9 | 5.6 | -0.9 | 1.0 | 13.1 | 4.4 | -0.3 | 3.6 | 5.2 | -10.4 | -1.8 | 4.1 |
Sharpe Ratio | NA | -3.22 | -0.28 | -0.43 | 0.32 | 0.1 | 0.18 | 0.32 | -0.4 | 0.22 | 1.04 | 1.5 | -0.35 | 1.24 | 2.22 | -2.51 | -0.77 | 4.25 |
Draw Down(%) | NA | 1.8 | 3.6 | 9.2 | 12.3 | 15.2 | 15.2 | 3.7 | 6.5 | 5.9 | 12.3 | 1.7 | 4.9 | 1.9 | 1.8 | 12.2 | 5.0 | 0.7 |
Standard Deviation(%) | NA | 2.7 | 3.8 | 4.7 | 6.7 | 5.3 | 5.1 | 4.2 | 5.7 | 4.4 | 12.3 | 2.0 | 4.5 | 2.4 | 2.2 | 4.1 | 2.3 | 1.7 |
Treynor Ratio | NA | 0.92 | 0.17 | 0.98 | -9.1 | -0.87 | -3.01 | 1.69 | 0.75 | -0.61 | 1.82 | 1.36 | -0.19 | -1.36 | -0.97 | 0.72 | -0.17 | 0.76 |
Alpha | NA | -0.03 | 0.0 | -0.01 | 0.01 | 0.0 | 0.0 | 0.01 | -0.01 | 0.01 | 0.05 | 0.01 | -0.01 | 0.01 | 0.02 | -0.04 | -0.01 | 0.02 |
Beta | NA | -0.09 | -0.06 | -0.02 | 0.0 | -0.01 | 0.0 | 0.01 | -0.03 | -0.02 | 0.07 | 0.02 | 0.08 | -0.02 | -0.05 | -0.14 | 0.11 | 0.09 |
RSquared | NA | 0.05 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.04 | 0.03 | 0.04 |
Yield(%) | N/A | 0.0 | 0.5 | 0.1 | 0.2 | 0.5 | N/A | 0.5 | 0.0 | 0.0 | 0.2 | 0.2 | 1.5 | 0.3 | 0.0 | 0.0 | 2.4 | 0.7 |
Dividend Growth(%) | N/A | -100.0 | N/A | -72.2 | -78.0 | N/A | N/A | N/A | N/A | -100.0 | 0.0 | -85.7 | 366.7 | N/A | N/A | -100.0 | 242.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/03/2013
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