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AARP Aggressive (AAGSX)
On
Nov 27
:
9.54
0.15
(1.55%)
MORE ON AAGSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.37%
Worst 1 Yr Total Return
(2008)
:
-28.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AAGSX
Category
Alpha (against Standard Index)
2.78
0.38
Beta (against Standard Index)
0.84
1.00
Mean Annual Return
-2.64
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
16.58
20.09
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.03
N/A
5 Years
Statistic
AAGSX
Category
Alpha (against Standard Index)
N/A
0.26
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
94.84
Standard Deviation
N/A
16.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
AAGSX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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