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Accessor Growth Allocation Instl (ACGAX)
On
Dec 1
:
14.15
0.13
(0.93%)
MORE ON ACGAX
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Risk
As of 31-Oct-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)
:
14.37%
Worst 1 Yr Total Return
(2008)
:
-35.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACGAX
Category
Alpha (against Standard Index)
0.11
0.38
Beta (against Standard Index)
0.88
1.00
Mean Annual Return
-5.76
-0.41
R-squared (against Standard Index)
94
95.50
Standard Deviation
17.80
20.09
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.25
N/A
5 Years
Statistic
ACGAX
Category
Alpha (against Standard Index)
0.51
0.26
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
1.23
0.16
R-squared (against Standard Index)
94
94.84
Standard Deviation
14.55
16.47
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.02
N/A
10 Years
Statistic
ACGAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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