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ARBFX: THE ARBITRAGE FUND CLASS R (MUTUAL FUND)
Basic Info 13.3 0.01(0.08%) June 20
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: | (96%) |
| Start Date: | 12/27/2000 |
| Last Dividend Date: | 12/18/2024 |
| 12-Mo. Yield | 0.46% |
| Expenses | 1.35% |
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Performance Analytics (As of 06/20/2025)
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 12/27/2000 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.1 | 3.1 | 6.0 | 3.3 | 0.7 | 1.4 | 1.7 | 2.4 | 3.4 | 2.1 | 3.9 | -3.8 | 0.3 | -1.5 | 3.6 | 2.1 | 2.6 | 3.4 | 0.6 | 1.4 | 0.9 | 0.3 | 4.5 | 1.4 | 10.1 | -0.6 | 7.1 | 5.9 | -0.2 | 0.6 | 10.8 | 7.9 | 5.3 | 12.8 |
| Sharpe Ratio | NA | 1.16 | 0.83 | 0.0 | -0.27 | 0.01 | NA | NA | 0.19 | -1.44 | -0.07 | -0.91 | 0.09 | -0.14 | 1.89 | 0.2 | 1.13 | 2.01 | 0.24 | 0.62 | 0.58 | 0.08 | 1.65 | 0.3 | 3.56 | -0.08 | 0.93 | 1.07 | -0.79 | -0.06 | 1.68 | 0.3 | 0.07 | NA |
| Draw Down(%) | NA | 1.8 | 2.2 | 6.0 | 11.4 | 11.9 | NA | NA | 38.0 | 2.3 | 3.5 | 5.6 | 4.3 | 11.9 | 0.7 | 4.8 | 1.6 | 1.2 | 3.5 | 2.6 | 1.4 | 4.4 | 2.4 | 5.8 | 1.3 | 14.5 | 4.5 | 1.3 | 4.6 | 10.4 | 3.9 | 17.3 | 38.0 | 0.0 |
| Standard Deviation(%) | NA | 3.2 | 3.3 | 4.3 | 5.1 | 5.1 | NA | NA | 11.6 | 3.1 | 4.5 | 5.7 | 3.4 | 12.1 | 1.1 | 4.1 | 1.8 | 1.6 | 2.4 | 2.3 | 1.4 | 3.0 | 2.7 | 4.6 | 2.8 | 19.5 | 4.5 | 2.4 | 3.0 | 6.4 | 6.0 | 22.9 | 43.6 | 28.1 |
| Treynor Ratio | NA | 0.51 | 0.41 | -0.02 | 1.13 | 0.03 | NA | NA | -0.07 | -9.65 | 0.15 | 1.66 | -0.16 | -0.2 | 2.38 | 0.12 | 1.19 | -7.85 | -0.15 | 0.17 | 0.35 | 0.07 | 1.14 | 0.03 | -1.16 | -0.03 | 3.51 | 0.3 | -0.18 | -0.04 | -12.86 | -0.11 | -0.03 | NA |
| Alpha | NA | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | -0.02 | 0.0 | -0.02 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | 0.03 | 0.04 | 0.02 | 0.01 | -0.01 | 0.0 | 0.04 | 0.07 | 0.09 | 5.8 |
| Beta | NA | 0.07 | 0.07 | 0.0 | -0.01 | 0.01 | NA | NA | -0.3 | 0.0 | -0.02 | -0.03 | -0.02 | 0.08 | 0.01 | 0.07 | 0.02 | 0.0 | -0.04 | 0.09 | 0.02 | 0.03 | 0.04 | 0.47 | -0.09 | 0.56 | 0.01 | 0.09 | 0.14 | 0.1 | -0.01 | -0.61 | -0.9 | 2.68 |
| RSquared | NA | 0.03 | 0.02 | 0.0 | 0.0 | 0.0 | NA | NA | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.02 | 0.0 | 0.0 | 0.0 | 0.1 | 0.03 | 0.06 | 0.0 | 0.04 | 0.06 | 0.01 | 0.0 | 0.1 | 0.16 | 1.0 |
| Yield(%) | N/A | 0.0 | 0.5 | 0.4 | 0.2 | 1.2 | 1.3 | 2.0 | N/A | 0.5 | 0.0 | 0.7 | 0.0 | 0.0 | 2.2 | 1.7 | 3.5 | 1.0 | 2.3 | 0.2 | 0.5 | 2.7 | 2.3 | 2.1 | 2.7 | 4.2 | 7.0 | 4.2 | 0.0 | 4.1 | 0.0 | 0.0 | 0.0 | 0.3 |
| Dividend Growth(%) | N/A | -100.0 | N/A | -45.1 | -88.9 | -53.2 | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | -100.0 | 26.1 | -51.6 | 266.7 | -58.4 | 854.8 | -45.6 | -83.9 | 19.7 | 8.1 | -13.9 | -39.4 | -39.6 | 67.5 | N/A | -100.0 | N/A | N/A | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/27/2000
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