| Basic Materials | -- | |
|---|---|---|
| Consumer Cyclical | -- | |
| Financial Services | -- | |
| Real Estate | -- | |
| Consumer Defensive | -- | |
| Healthcare | -- |
| Last Price | Today's Change | 52-Week Range | Trading Volume |
|---|---|---|---|
| 20.28 | 0.05 (+0.25%) | 19.08 - 20.66 | 515.0 (Below Avg) |
Market data as of 3:02PM 05/17/13. Quotes are delayed by at least 15 min.
The investment seeks to replicate, net of expenses, the Credit Suisse Merger Arbitrage Liquid Index (Net). The index aims to gain broad exposure to the merger arbitrage strategy. It uses a quantitative methodology to track a basket of securities held as long or short positions and cash weighted to reflect publicly announced merger and acquisition transactions.
| Open | 20.28 |
|---|---|
| Previous Close | 20.23 |
| Day's Range | 20.26 - 20.28 |
| Avg Volume (10 Day) | 5.6K |
| Total Assets | $72.63M |
| Expense Ratio | 0.55% |
| Yield (Trailing 12 Mo.) | 0.00% |
| Fund Inception | 10/01/2010 |
| Timeframe | CSMA | S&P 500 | Market Neutral |
|---|---|---|---|
| 1 Month | -0.53% | 1.93% | 0.45% |
| 3 Month | 1.67% | 7.18% | 1.50% |
| Year-to-Date | 4.57% | 12.74% | 1.96% |
| 1 Year | 0.83% | 16.89% | 3.59% |
| 3 Year | -- | 12.80% | 0.39% |
| 5 Year | -- | 5.21% | -- |
| 10 Year | -- | 7.88% | -- |
| Since Inception | 1.02% | 10.38% | -- |
| Basic Materials | -- | |
|---|---|---|
| Consumer Cyclical | -- | |
| Financial Services | -- | |
| Real Estate | -- | |
| Consumer Defensive | -- | |
| Healthcare | -- |
| Utilities | -- | |
|---|---|---|
| Communication Services | -- | |
| Energy | -- | |
| Industrials | -- | |
| Technology | -- |
| AAA | -- | |
|---|---|---|
| AA | -- | |
| A | -- | |
| BBB | -- |
| BB | -- | |
|---|---|---|
| B | -- | |
| Below B | -- | |
| Not Rated | -- |
| Company | YTD Return | % of Assets |
|---|
| Valuation | CSMA | Category Range |
|---|---|---|
| Price/Earnings | -- | |
| Price/Book | -- | |
| Price/Sales | -- | |
| Price/Cash Flow | -- | |
| Dividend Yield | ||
| LT Earnings | ||
| Historical Earnings | ||
| Sales Growth | ||
| Cash-Flow Growth | ||
| Book-Value Growth |
| Rating | vs Category | |
|---|---|---|
| Overall | ||
| Risk | ||
| Return |
| Beta | -- |
|---|---|
| Standard Deviation | -- |
| Alpha | -- |
| Sharpe Ratio | -- |
| Mean | -- |
| R-Squared | -- |
| Pretax Return | -- |
|---|---|
| Tax-adjusted Return | -- |
| Tax Cost Ratio | -- |
| Potential Cap Gains | -- |