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TMGYX: TOUCHSTONE MERGER ARBITRAGE FUND CLASS Y (MUTUAL FUND)
Basic Info
Asset Class: | Market Neutral |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/10/2011 |
Last Dividend Date: | 12/27/2018 |
12-Mo. Yield | 5.59% |
Expenses | 1.44% |
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Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 08/10/2011 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 1.0 | 2.1 | 2.7 | 5.2 | -1.9 | 1.4 | 4.4 | 1.8 | -1.1 | 4.9 | 4.5 | 3.1 |
Sharpe Ratio | NA | 1.21 | 0.24 | 0.65 | 0.89 | 2.19 | -0.82 | 0.47 | 1.87 | 0.75 | -0.39 | 2.45 | 2.02 | 2.33 |
Draw Down(%) | NA | 2.0 | 4.0 | 4.0 | 4.4 | 0.9 | 4.0 | 1.3 | 1.1 | 1.6 | 4.4 | 0.6 | 1.6 | 1.8 |
Standard Deviation(%) | NA | 2.6 | 2.7 | 2.5 | 2.5 | 1.9 | 3.9 | 1.7 | 2.2 | 2.3 | 2.7 | 2.0 | 2.2 | 3.5 |
Treynor Ratio | NA | 0.76 | 0.12 | 0.49 | 0.72 | -1.52 | -0.32 | 0.17 | -1.16 | 0.49 | -0.17 | 0.69 | 1.68 | -0.61 |
Alpha | NA | 0.01 | 0.0 | 0.01 | 0.01 | 0.01 | -0.01 | 0.0 | 0.02 | 0.01 | -0.01 | 0.02 | 0.02 | 0.03 |
Beta | NA | 0.04 | 0.06 | 0.03 | 0.03 | -0.03 | 0.1 | 0.05 | -0.04 | 0.04 | 0.06 | 0.07 | 0.03 | -0.13 |
RSquared | NA | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.0 | 0.03 |
Yield(%) | N/A | 1.7 | 3.2 | 2.2 | N/A | 0.0 | 1.7 | 5.4 | 3.0 | 0.0 | 0.5 | 3.7 | 1.1 | 0.0 |
Dividend Growth(%) | N/A | -69.5 | 142.2 | N/A | N/A | -100.0 | -69.5 | 84.4 | N/A | -100.0 | -87.5 | 263.6 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/10/2011
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