Find A Portfolio/Ticker
Comparison Box
MERFX: THE MERGER FUND THE MERGER FUND - INVESTOR CLASS SHARES (MUTUAL FUND)
Basic Info 17.05 0(0.0%) April 24
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (92%) |
Start Date: | 02/21/1989 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 2.59% |
Expenses | 1.25% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 05/17/1994 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.2 | -0.5 | 3.1 | 0.8 | 2.5 | 2.7 | 3.0 | 3.1 | 4.9 | 4.3 | 0.6 | -0.2 | 4.9 | 6.0 | 7.7 | 2.4 | 2.6 | -0.8 | 1.4 | 3.7 | 3.5 | 1.7 | 3.4 | 8.5 | -2.3 | 3.0 | 11.0 | 0.8 | 2.7 | 11.0 | -5.7 | 2.0 | 17.6 | 17.4 | 5.4 | 11.7 | 10.0 | 14.2 | 7.1 | 8.5 | -0.0 | 10.6 | -5.3 | 5.2 |
Sharpe Ratio | NA | -2.31 | -0.25 | -0.44 | 0.23 | 0.44 | NA | NA | 0.52 | 0.01 | -0.27 | -0.06 | 0.62 | 3.51 | 1.68 | 0.82 | 0.8 | -0.2 | 0.33 | 1.63 | 1.47 | 0.33 | 1.21 | 2.18 | -0.23 | -0.01 | 3.49 | -0.43 | 0.64 | 3.7 | -0.97 | -0.05 | 3.23 | 3.61 | 0.25 | 2.01 | 2.38 | 3.72 | 1.11 | 0.67 | -0.31 | 1.03 | -0.85 | 0.05 |
Draw Down(%) | NA | 1.0 | 2.6 | 5.9 | 9.4 | 9.4 | NA | NA | 15.1 | 3.2 | 3.6 | 5.0 | 9.4 | 0.9 | 2.8 | 2.2 | 2.4 | 4.9 | 5.3 | 1.4 | 1.6 | 6.6 | 3.4 | 2.1 | 9.1 | 5.0 | 0.8 | 4.5 | 3.7 | 2.9 | 12.9 | 7.2 | 2.9 | 1.8 | 11.2 | 2.4 | 1.5 | 1.0 | 2.3 | 7.7 | 7.5 | 5.4 | 11.4 | 9.3 |
Standard Deviation(%) | NA | 2.1 | 2.7 | 3.1 | 4.2 | 3.9 | NA | NA | 5.5 | 3.2 | 3.0 | 3.3 | 7.5 | 1.3 | 3.8 | 2.2 | 3.0 | 4.3 | 4.2 | 2.2 | 2.4 | 4.9 | 2.7 | 3.9 | 13.5 | 5.3 | 2.2 | 3.1 | 2.8 | 2.8 | 7.0 | 6.1 | 4.2 | 3.9 | 8.0 | 4.0 | 2.7 | 2.8 | 3.8 | 9.5 | 7.6 | 6.7 | 12.3 | 7.6 |
Treynor Ratio | NA | 1.26 | -1.02 | -1.66 | 0.38 | 0.91 | NA | NA | -4.79 | 0.01 | 2.59 | 0.68 | 0.49 | 1.6 | 0.75 | 0.25 | -0.33 | 0.07 | 0.09 | 0.22 | 3.5 | 0.13 | 0.13 | -1.06 | -0.12 | -0.01 | 0.8 | -0.11 | 0.25 | -1.02 | 0.51 | 0.03 | 6.16 | 4.59 | 0.28 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.02 | 0.0 | -0.01 | 0.0 | 0.01 | NA | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.02 | 0.02 | 0.02 | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.01 | 0.03 | 0.01 | 0.0 | 0.03 | -0.01 | 0.01 | 0.04 | -0.02 | 0.0 | 0.05 | 0.05 | 0.01 | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | -0.04 | 0.01 | 0.01 | 0.03 | 0.02 | NA | NA | -0.01 | 0.03 | 0.0 | 0.0 | 0.09 | 0.03 | 0.09 | 0.07 | -0.07 | -0.12 | 0.15 | 0.16 | 0.01 | 0.12 | 0.25 | -0.08 | 0.26 | 0.06 | 0.1 | 0.12 | 0.07 | -0.1 | -0.13 | -0.09 | 0.02 | 0.03 | 0.07 | NA | NA | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.01 | 0.02 | 0.02 | 0.01 | 0.02 | 0.02 | 0.06 | 0.0 | 0.01 | 0.08 | 0.01 | 0.03 | 0.01 | 0.06 | 0.04 | 0.01 | 0.03 | 0.05 | 0.1 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 2.6 | 2.0 | 2.2 | 2.2 | 2.3 | 2.6 | N/A | 2.6 | 3.4 | 0.3 | 3.4 | 1.4 | 4.6 | 0.6 | 0.3 | 1.2 | 3.8 | 2.5 | 2.1 | 2.8 | 1.9 | 0.0 | 2.4 | 6.8 | 4.5 | 5.6 | 1.3 | 0.3 | 1.4 | 6.8 | 12.2 | 9.0 | 9.3 | 11.4 | 10.1 | 6.8 | 5.5 | 0.0 | 0.0 | 0.3 | 0.4 | 9.4 |
Dividend Growth(%) | N/A | -100.0 | -25.4 | -30.3 | 12.5 | -22.4 | N/A | N/A | N/A | -25.4 | 1080.0 | -91.4 | 152.2 | -68.9 | 722.2 | 80.0 | -73.7 | -68.9 | 56.4 | 21.9 | -28.9 | 55.2 | N/A | -100.0 | -66.0 | 60.6 | -24.1 | 335.0 | 400.0 | -80.0 | -81.1 | -40.8 | 46.7 | -7.6 | -17.5 | 11.9 | 58.9 | 26.8 | N/A | N/A | -100.0 | -40.0 | -95.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/17/1994
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Market Neutral Asset Class Trend Rankings |
Top Rated Funds in Market Neutral
Best Mutual Funds
- AGEAX (THE ARBITRAGE EVENT-DRIVEN FUND CLASS A) (100%)
- ARBFX (THE ARBITRAGE FUND CLASS R) (96%)
- MERFX (THE MERGER FUND THE MERGER FUND - INVESTOR CLASS SHARES) (92%)
- GABCX (THE GABELLI ABC FUND CLASS AAA) (84%)
- VMNFX (VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES) (80%)
- VMNIX (VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES) (76%)
- CMNIX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS I) (72%)
- ADANX (AQR DIVERSIFIED ARBITRAGE FUND CLASS N) (68%)
- JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) (60%)
- GADVX (THE GABELLI ABC FUND ADVISOR SHARES) (44%)