The Arbitrage Risk Adjusted Performance

ARBCX Fund  USD 11.88  0.02  0.17%   
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The Arbitrage Fund has current Risk Adjusted Performance of (0.01).

RAP

 = 

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

RFR

 = 
(0.01)
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 Fund is rated below average in risk adjusted performance among similar funds. It is rated below average in maximum drawdown among similar funds .
Compare The Arbitrage to Peers

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