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ARBNX: THE ARBITRAGE FUND CLASS I (MUTUAL FUND)
Basic Info 13.16 0(0.0%) April 18
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (88%) |
Start Date: | 10/28/2003 |
Last Dividend Date: | 12/15/2023 |
12-Mo. Yield | 0.25% |
Expenses | 1.35% |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/29/2003 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.9 | -0.3 | 4.7 | 1.2 | 2.9 | 2.7 | 2.8 | 2.8 | 2.8 | 3.9 | -0.7 | 0.5 | 5.7 | 3.8 | 2.3 | 2.9 | 3.6 | 0.9 | 1.6 | 1.2 | 0.4 | 4.7 | 1.8 | 10.2 | -0.5 | 7.5 | 6.1 | -0.0 | 0.8 | -0.9 |
Sharpe Ratio | NA | -1.05 | 0.4 | -0.17 | 0.24 | 0.39 | NA | NA | 0.3 | -0.09 | -0.41 | 0.15 | 0.53 | 2.11 | 0.24 | 1.32 | 2.24 | 0.36 | 0.7 | 0.78 | 0.13 | 1.32 | 0.37 | 3.61 | -0.08 | 0.99 | 1.14 | -0.72 | -0.02 | -0.51 |
Draw Down(%) | NA | 1.1 | 3.4 | 7.4 | 11.9 | 11.9 | NA | NA | 14.4 | 3.5 | 5.6 | 4.3 | 11.9 | 0.7 | 4.8 | 1.5 | 1.1 | 3.5 | 2.5 | 1.4 | 4.2 | 3.3 | 5.7 | 1.2 | 14.4 | 4.5 | 1.2 | 4.5 | 10.3 | 3.9 |
Standard Deviation(%) | NA | 3.0 | 4.8 | 4.6 | 5.9 | 4.5 | NA | NA | 6.0 | 4.6 | 5.0 | 3.3 | 10.3 | 1.1 | 4.2 | 1.7 | 1.5 | 2.4 | 2.3 | 1.4 | 3.0 | 3.6 | 4.6 | 2.8 | 19.5 | 4.5 | 2.5 | 3.0 | 6.3 | 10.7 |
Treynor Ratio | NA | 0.63 | -0.28 | 0.4 | 1.58 | 1.37 | NA | NA | 0.19 | 0.16 | 1.0 | -0.38 | 0.52 | -15.59 | 0.14 | 1.76 | -2.36 | -0.26 | 0.17 | 0.42 | 0.28 | 0.35 | 0.04 | -1.21 | -0.03 | 3.01 | 0.34 | -0.16 | -0.01 | -0.16 |
Alpha | NA | -0.01 | 0.01 | 0.0 | 0.01 | 0.01 | NA | NA | 0.01 | 0.0 | -0.01 | 0.0 | 0.03 | 0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.03 | 0.04 | 0.02 | 0.01 | -0.01 | 0.0 | -0.01 |
Beta | NA | -0.05 | -0.07 | -0.02 | 0.01 | 0.01 | NA | NA | 0.09 | -0.03 | -0.02 | -0.01 | 0.11 | 0.0 | 0.07 | 0.01 | -0.01 | -0.03 | 0.09 | 0.03 | 0.01 | 0.13 | 0.46 | -0.08 | 0.57 | 0.01 | 0.08 | 0.14 | 0.13 | 0.33 |
RSquared | NA | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.02 | 0.0 | 0.0 | 0.02 | 0.1 | 0.03 | 0.06 | 0.0 | 0.04 | 0.06 | 0.01 | 0.03 |
Yield(%) | N/A | 0.0 | 2.2 | 2.1 | 3.0 | 2.5 | 2.5 | 2.7 | N/A | 2.2 | 3.7 | 0.5 | 6.6 | 2.1 | 1.9 | 3.8 | 0.9 | 2.3 | 0.2 | 0.5 | 2.9 | 2.3 | 2.3 | 2.8 | 4.1 | 6.9 | 4.2 | 0.0 | 4.1 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -42.9 | -40.4 | 66.7 | -16.0 | N/A | N/A | N/A | -42.9 | 600.0 | -92.0 | 214.3 | 12.0 | -50.0 | 316.7 | -60.0 | 900.0 | -50.0 | -84.2 | 26.7 | 0.0 | -11.8 | -34.6 | -40.2 | 67.3 | N/A | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/29/2003
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