Ratings & Risk for TFS Market Neutral (TFSMX)

Morningstar Category: Long-Short
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High Average
    		41
    5-Year High Average
    		27
    10-Year — — — 12
    Overall High Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 11.35 0.70 0.54
    5-Year 9.50 0.77 0.66
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 1.24 2.58 10.29
    3-Year 0.21 1.06 4.70
    5-Year 0.05 0.49 5.90
    10-Year — — —

    ML USD LIBOR 3 Mon CM

    Trailing data as of 10/31/2009