It is the internal testing website that you are visiting. Please go to our official customer website (www.myplaniq.com).
Find A Portfolio/Ticker
Comparison Box
ARB: AltShares Merger Arbitrage ETF (STOCK)
Basic Info
| Asset Class: | ROOT |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 10/12/2001 |
| Last Dividend Date: | 12/12/2013 |
| 12-Mo. Yield | 1000.00% |
| Expenses | - |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 11/11/2014)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/12/2001 |
2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | -1.1 | -92.1 | -75.3 | -52.6 | -42.1 | 33.3 | -100.0 | 37.2 | -16.2 | 79.3 | 80.5 | -67.6 | -3.5 | 15.6 | -2.1 | -6.1 | 24.5 | -1.9 | 22.2 |
| Sharpe Ratio | NA | -0.01 | -0.18 | -0.19 | -0.19 | -0.18 | 0.68 | -0.12 | 1.11 | -0.4 | 1.68 | 1.66 | -1.27 | -0.23 | 0.59 | -0.2 | -0.31 | 0.97 | -0.1 | 5.62 |
| Draw Down(%) | NA | 40.0 | 100.0 | 100.0 | 100.0 | 100.0 | 25.0 | 100.0 | 14.7 | 28.2 | 26.6 | 28.3 | 80.0 | 27.1 | 18.2 | 16.1 | 29.0 | 12.8 | 21.5 | 5.7 |
| Standard Deviation(%) | NA | 103.8 | 499.8 | 389.0 | 276.5 | 242.2 | 57.8 | 864.5 | 33.8 | 41.0 | 47.1 | 48.5 | 53.9 | 29.3 | 20.9 | 21.5 | 22.8 | 24.6 | 30.8 | 27.3 |
| Treynor Ratio | NA | 0.02 | -3.31 | -0.75 | -0.67 | -0.56 | -0.7 | 1.47 | 0.33 | -0.11 | 0.59 | 0.87 | -1.15 | -0.09 | 0.16 | -0.04 | -0.07 | 0.31 | -0.06 | 2.66 |
| Alpha | NA | 0.25 | 0.23 | 0.16 | 0.07 | 0.07 | 0.23 | 0.59 | 0.08 | -0.06 | 0.19 | 0.18 | -0.3 | -0.02 | 0.02 | -0.02 | -0.06 | 0.02 | 0.06 | 0.32 |
| Beta | NA | -0.69 | 0.28 | 1.0 | 0.8 | 0.77 | -0.57 | -0.68 | 1.13 | 1.42 | 1.34 | 0.92 | 0.59 | 0.72 | 0.77 | 0.99 | 1.01 | 0.76 | 0.54 | 0.58 |
| RSquared | NA | 0.0 | 0.0 | 0.02 | 0.03 | 0.03 | 0.01 | 0.0 | 0.17 | 0.66 | 0.26 | 0.26 | 0.22 | 0.16 | 0.14 | 0.22 | 0.24 | 0.28 | 0.22 | 0.12 |
| Yield(%) | N/A | 1000.0 | 0.7 | 1.5 | 0.9 | N/A | 0.0 | 0.9 | 1.1 | 0.9 | 1.6 | 2.9 | 1.0 | 0.9 | 1.0 | 1.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | -75.0 | -25.0 | -10.5 | N/A | N/A | -100.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/12/2001
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See ROOT Asset Class Trend Rankings |
Latest Articles Related to ARB
Related 401K Plans
| 1. Arbitron 401(k) Plan | (81%) |
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
