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Allegiant Balanced Allocation A (ABLLX)
On
Dec 3
:
9.28
0.05
(0.54%)
MORE ON ABLLX
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Research Reports
Risk
As of 31-Oct-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)
:
11.95%
Worst 1 Yr Total Return
(2008)
:
-27.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ABLLX
Category
Alpha (against Standard Index)
-3.22
-2.88
Beta (against Standard Index)
1.05
1.08
Mean Annual Return
-2.87
-0.13
R-squared (against Standard Index)
98
93.44
Standard Deviation
14.03
14.69
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-5.02
N/A
5 Years
Statistic
ABLLX
Category
Alpha (against Standard Index)
-2.52
-2.47
Beta (against Standard Index)
1.05
1.06
Mean Annual Return
2.09
0.23
R-squared (against Standard Index)
97
92.52
Standard Deviation
11.43
11.89
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.90
N/A
10 Years
Statistic
ABLLX
Category
Alpha (against Standard Index)
-2.35
-2.17
Beta (against Standard Index)
1.06
1.05
Mean Annual Return
2.35
0.26
R-squared (against Standard Index)
91
86.72
Standard Deviation
10.99
11.31
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.59
N/A
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