Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATQFX (ARBITRAGE TACTICAL EQUITY FUND CLASS R) | NA | 9.57% | 11.84% | 7.80% | NA | NA | NA | … | … |
Data as of 11/24/2021, Common starting date is 01/12/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATQFX (ARBITRAGE TACTICAL EQUITY FUND CLASS R) | 01/12/2015 | 11/24/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.57 | 11.84 | 7.80 | NA | NA | NA | … | … | -7.35 | 29.31 | 5.17 | -6.70 | 5.84 | 4.58 | -8.85 |
| Sharpe Ratio | NA | 0.77 | 1.21 | 0.91 | NA | NA | NA | … | … | -0.70 | 1.98 | 0.79 | -1.50 | 1.80 | 1.40 | -1.90 |
| Standard Deviation(%) | NA | 12.40 | 9.43 | 7.72 | NA | NA | NA | … | … | 11.61 | 14.61 | 4.82 | 5.35 | 2.90 | 3.11 | 4.81 |
| Draw Down(%) | NA | 12.59 | 12.59 | 12.59 | NA | NA | NA | … | … | 12.59 | 9.13 | 3.65 | 8.84 | 1.10 | 2.51 | 11.28 |
| Yield(%) | 0.00 | 10.46 | 5.56 | 3.47 | 1.71 | 1.14 | 0.85 | … | … | 0.00 | 12.60 | 1.78 | 2.01 | 0.00 | 0.00 | 0.87 |
Data as of 11/24/2021, Common starting date is 01/12/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATQFX (ARBITRAGE TACTICAL EQUITY FUND CLASS R) |
-0.44%
Apr 2015 – Apr 2018 |
0.46%
Feb 2015 – Feb 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATQFX (ARBITRAGE TACTICAL EQUITY FUND CLASS R) |
15.20%
Mar 2018 – Mar 2021 |
10.94%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart