The Arbitrage Risk Adjusted Performance

AEDFX Fund  USD 11.73  0.01  0.09%   
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The Arbitrage Event Driven has current Risk Adjusted Performance of (0.04).

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
(0.04)
ER[a] = Expected return on investing in The Arbitrage
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

The Arbitrage Risk Adjusted Performance Peers Comparison

The Risk Adjusted Performance Relative To Other Indicators

The Arbitrage Event Driven is rated below average in risk adjusted performance among similar funds. It is second largest fund in maximum drawdown among similar funds .
Compare The Arbitrage to Peers

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