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AIM Capital Development I (ACDVX)
On
Dec 4
:
14.02
0.17
(1.23%)
MORE ON ACDVX
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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)
:
16.84%
Worst 1 Yr Total Return
(2008)
:
-46.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACDVX
Category
Alpha (against Standard Index)
1.20
3.31
Beta (against Standard Index)
1.13
1.09
Mean Annual Return
-7.66
-0.23
R-squared (against Standard Index)
88
84.23
Standard Deviation
23.52
23.37
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.93
N/A
5 Years
Statistic
ACDVX
Category
Alpha (against Standard Index)
2.28
2.25
Beta (against Standard Index)
1.16
1.13
Mean Annual Return
1.66
0.31
R-squared (against Standard Index)
86
81.04
Standard Deviation
19.94
20.00
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.18
N/A
10 Years
Statistic
ACDVX
Category
Alpha (against Standard Index)
6.42
4.42
Beta (against Standard Index)
1.07
1.13
Mean Annual Return
4.39
0.37
R-squared (against Standard Index)
65
60.91
Standard Deviation
21.46
23.71
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.32
N/A
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