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Accessor Balanced Allocation Inv (ACBIX)
On
Dec 28
:
14.80
0.02
(0.14%)
MORE ON ACBIX
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Research Reports
Risk
As of 30-Nov-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)
:
10.29%
Worst 1 Yr Total Return
(2008)
:
-25.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACBIX
Category
Alpha (against Standard Index)
-2.98
-2.96
Beta (against Standard Index)
0.92
1.07
Mean Annual Return
-1.83
-0.09
R-squared (against Standard Index)
95
93.10
Standard Deviation
12.46
14.78
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.48
N/A
5 Years
Statistic
ACBIX
Category
Alpha (against Standard Index)
-2.54
-2.53
Beta (against Standard Index)
0.91
1.06
Mean Annual Return
2.05
0.24
R-squared (against Standard Index)
95
92.17
Standard Deviation
10.03
11.94
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.03
N/A
10 Years
Statistic
ACBIX
Category
Alpha (against Standard Index)
N/A
-2.27
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
86.88
Standard Deviation
N/A
11.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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