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AIM Capital Development B (ACDBX)
On
Dec 24
:
12.15
0.05
(0.41%)
MORE ON ACDBX
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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)
:
15.42%
Worst 1 Yr Total Return
(2008)
:
-47.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACDBX
Category
Alpha (against Standard Index)
-1.65
2.05
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-8.73
-0.20
R-squared (against Standard Index)
88
84.21
Standard Deviation
23.47
23.41
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-9.93
N/A
5 Years
Statistic
ACDBX
Category
Alpha (against Standard Index)
0.14
1.56
Beta (against Standard Index)
1.14
1.11
Mean Annual Return
0.02
0.29
R-squared (against Standard Index)
85
80.86
Standard Deviation
19.79
19.91
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.61
N/A
10 Years
Statistic
ACDBX
Category
Alpha (against Standard Index)
4.23
3.33
Beta (against Standard Index)
1.06
1.11
Mean Annual Return
2.64
0.32
R-squared (against Standard Index)
65
61.70
Standard Deviation
21.24
23.38
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.27
N/A
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