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MTB Balanced B (ABLDX)
On
Jan 6
:
13.39
0.02
(0.15%)
MORE ON ABLDX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.03%
Worst 1 Yr Total Return
(2008)
:
-23.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ABLDX
Category
Alpha (against Standard Index)
-2.44
-2.96
Beta (against Standard Index)
0.94
1.07
Mean Annual Return
-1.35
-0.09
R-squared (against Standard Index)
95
93.10
Standard Deviation
12.83
14.78
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-3.85
N/A
5 Years
Statistic
ABLDX
Category
Alpha (against Standard Index)
-3.10
-2.53
Beta (against Standard Index)
0.95
1.06
Mean Annual Return
1.52
0.24
R-squared (against Standard Index)
92
92.17
Standard Deviation
10.68
11.94
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-1.54
N/A
10 Years
Statistic
ABLDX
Category
Alpha (against Standard Index)
-4.47
-2.27
Beta (against Standard Index)
1.07
1.06
Mean Annual Return
0.40
0.27
R-squared (against Standard Index)
87
86.88
Standard Deviation
11.43
11.38
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-2.36
N/A
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