Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARCCX (THE ARBITRAGE CREDIT OPPORTUNITIES FUND CLASS C) | NA | -8.84% | -0.08% | 0.14% | NA | NA | NA | 0.16% |
Data as of 11/24/2021, AR inception is 12/05/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARCCX (THE ARBITRAGE CREDIT OPPORTUNITIES FUND CLASS C) | 12/05/2012 | 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 | -8.84 | -0.08 | 0.14 | NA | NA | NA | 0.16 | -9.47 | 5.64 | 4.62 | 0.84 | -0.60 | 3.85 | -1.98 | -2.14 | 1.50 | -0.10 |
| Sharpe Ratio | NA | -0.78 | -0.09 | -0.10 | NA | NA | NA | -0.06 | -0.88 | 0.98 | 2.27 | -0.29 | -0.67 | 2.08 | -1.61 | -1.20 | 0.55 | -1.44 |
| Standard Deviation(%) | NA | 11.36 | 7.33 | 5.78 | NA | NA | NA | 4.50 | 11.96 | 5.49 | 1.42 | 1.70 | 1.85 | 1.74 | 1.24 | 1.79 | 2.65 | 1.04 |
| Draw Down(%) | NA | 10.66 | 10.66 | 10.66 | NA | NA | NA | 10.66 | 10.66 | 8.47 | 0.31 | 1.65 | 2.18 | 0.95 | 2.83 | 3.49 | 3.62 | 0.20 |
| Yield(%) | 0.00 | 0.63 | 1.81 | 1.80 | 1.19 | 0.79 | 0.60 | 1.49 | 0.33 | 2.06 | 2.58 | 1.89 | 1.52 | 1.19 | 2.01 | 0.72 | 0.00 | 0.00 |
Data as of 11/24/2021, AR inception is 12/05/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCCX (THE ARBITRAGE CREDIT OPPORTUNITIES FUND CLASS C) |
-0.99%
Jan 2013 - Jan 2016 |
-0.03%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARCCX (THE ARBITRAGE CREDIT OPPORTUNITIES FUND CLASS C) |
3.69%
Nov 2017 - Nov 2020 |
2.94%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart