Risk Arbitrage
Risk Arbitrage | |
ETP Ticker | MNA |
Market Cap ($mm) | 14.1 |
Ann Expense (%) | 0.75 |
12-Month Return (%) | -0.86 |
r-Squared (r2) vs Hedge Fund Benchmark | 0.41 |
Beta (?) vs Hedge Fund Benchmark | 1.05 |
Alpha (?) vs Hedge Fund Benchmark | -0.02 |
r-Squared (r2) vs S&P 500 | 0.40 |
Beta (?) vs S&P 500 | 0.24 |
Alpha (?) vs S&P 500 | -0.03 |
Sharpe Ratio | -0.07 |