Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AEFCX (THE ARBITRAGE EVENT-DRIVEN FUND CLASS C) | NA | 7.01% | 6.27% | 4.22% | NA | NA | NA | 1.97% |
Data as of 11/24/2021, AR inception is 06/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AEFCX (THE ARBITRAGE EVENT-DRIVEN FUND CLASS C) | 06/01/2012 | 11/24/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.01 | 6.27 | 4.22 | NA | NA | NA | 1.97 | 3.39 | 12.25 | 3.83 | -1.62 | 2.88 | 4.28 | -10.27 | -4.37 | 4.13 | -0.72 |
| Sharpe Ratio | NA | 2.84 | 0.78 | 0.58 | NA | NA | NA | 0.30 | 1.63 | 0.97 | 1.16 | -0.67 | 0.94 | 1.80 | -2.90 | -1.39 | 2.34 | -0.28 |
| Standard Deviation(%) | NA | 2.46 | 7.34 | 6.10 | NA | NA | NA | 4.82 | 2.30 | 12.30 | 2.10 | 4.43 | 2.41 | 2.25 | 3.55 | 3.14 | 1.75 | 4.73 |
| Draw Down(%) | NA | 1.55 | 12.39 | 12.39 | NA | NA | NA | 17.20 | 1.55 | 12.39 | 1.80 | 4.99 | 1.93 | 1.88 | 11.63 | 7.35 | 0.72 | 2.24 |
| Yield(%) | 0.00 | 0.00 | 0.20 | 0.12 | 0.55 | 0.37 | 0.28 | 0.61 | 0.00 | 0.00 | 0.00 | 0.58 | 0.00 | 0.00 | 0.00 | 1.96 | 0.55 | 2.40 |
Data as of 11/24/2021, AR inception is 06/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEFCX (THE ARBITRAGE EVENT-DRIVEN FUND CLASS C) |
-3.12%
Oct 2013 - Oct 2016 |
-1.57%
Jun 2014 - Jun 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEFCX (THE ARBITRAGE EVENT-DRIVEN FUND CLASS C) |
6.51%
Oct 2018 - Oct 2021 |
4.58%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart