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Accessor Balanced Allocation Instl (ABAAX)
On
Dec 4
:
14.73
0.00
(0.00%)
MORE ON ABAAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.81%
Worst 1 Yr Total Return
(2008)
:
-24.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ABAAX
Category
Alpha (against Standard Index)
-2.46
-2.88
Beta (against Standard Index)
0.92
1.08
Mean Annual Return
-1.76
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
12.36
14.69
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-4.56
N/A
5 Years
Statistic
ABAAX
Category
Alpha (against Standard Index)
-2.03
-2.47
Beta (against Standard Index)
0.91
1.06
Mean Annual Return
2.44
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
10.00
11.89
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.65
N/A
10 Years
Statistic
ABAAX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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