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Allegiant Bond C (ABOCX)
On
Dec 4
:
10.20
0.03
(0.29%)
MORE ON ABOCX
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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
(2007)
:
5.35%
Worst 1 Yr Total Return
(2008)
:
-0.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ABOCX
Category
Alpha (against Standard Index)
-2.08
-1.72
Beta (against Standard Index)
1.15
1.02
Mean Annual Return
4.72
0.39
R-squared (against Standard Index)
89
59.27
Standard Deviation
4.90
5.93
Sharpe Ratio
0.47
N/A
Treynor Ratio
2.01
N/A
5 Years
Statistic
ABOCX
Category
Alpha (against Standard Index)
-1.61
-1.05
Beta (against Standard Index)
1.11
0.98
Mean Annual Return
3.59
0.33
R-squared (against Standard Index)
91
61.87
Standard Deviation
4.21
4.88
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.51
N/A
10 Years
Statistic
ABOCX
Category
Alpha (against Standard Index)
-1.86
-0.65
Beta (against Standard Index)
1.04
0.96
Mean Annual Return
4.49
0.45
R-squared (against Standard Index)
92
71.12
Standard Deviation
4.06
4.47
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.46
N/A
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