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    MTB Strategic Allocation A (ARBAX)

    10.70 Up 0.02(0.19%) Jul 26

    Risk as of May 30, 2010Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up12
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 1998):24.61%
    Worst 1 Yr Total Return(Dec 30, 2008):-22.67%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.310.06
    Beta (against Standard Index)0.941.04
    Mean Annual Return-0.150.50
    R-squared (against Standard Index)95.3691.53
    Standard Deviation13.137.61
    Sharpe Ratio-0.240.79
    Treynor Ratio-4.275.67
    5 Years
    Alpha (against Standard Index)-1.970.11
    Beta (against Standard Index)0.941.04
    Mean Annual Return0.220.53
    R-squared (against Standard Index)93.1892.65
    Standard Deviation10.808.54
    Sharpe Ratio0.000.75
    Treynor Ratio-0.685.91
    10 Years
    Alpha (against Standard Index)-4.10-0.71
    Beta (against Standard Index)1.061.06
    Mean Annual Return0.080.48
    R-squared (against Standard Index)90.0993.60
    Standard Deviation11.1510.86
    Sharpe Ratio-0.150.44
    Treynor Ratio-2.154.13