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Tuesday, January 5, 2010, 10:03PM ET - U.S. Markets Closed.
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AIM Capital Development Inv (ACDIX)
On
Jan 5
:
14.16
0.08
(0.57%)
MORE ON ACDIX
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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:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.30%
Worst 1 Yr Total Return
(2008)
:
-47.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACDIX
Category
Alpha (against Standard Index)
-0.88
2.05
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-8.04
-0.20
R-squared (against Standard Index)
88
84.21
Standard Deviation
23.52
23.41
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.28
N/A
5 Years
Statistic
ACDIX
Category
Alpha (against Standard Index)
0.91
1.56
Beta (against Standard Index)
1.14
1.11
Mean Annual Return
0.78
0.29
R-squared (against Standard Index)
85
80.86
Standard Deviation
19.82
19.91
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.93
N/A
10 Years
Statistic
ACDIX
Category
Alpha (against Standard Index)
4.95
3.33
Beta (against Standard Index)
1.06
1.11
Mean Annual Return
3.37
0.32
R-squared (against Standard Index)
65
61.70
Standard Deviation
21.26
23.38
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.42
N/A
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