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Accessor Mortgage Securities C (ACMSX)
On
Dec 4
:
13.04
0.02
(0.15%)
MORE ON ACMSX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.22%
Worst 1 Yr Total Return
(2008)
:
0.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACMSX
Category
Alpha (against Standard Index)
0.29
1.08
Beta (against Standard Index)
0.62
0.37
Mean Annual Return
5.14
0.41
R-squared (against Standard Index)
55
48.77
Standard Deviation
3.31
2.20
Sharpe Ratio
0.78
N/A
Treynor Ratio
4.38
N/A
5 Years
Statistic
ACMSX
Category
Alpha (against Standard Index)
-0.56
-0.02
Beta (against Standard Index)
0.65
0.39
Mean Annual Return
3.76
0.31
R-squared (against Standard Index)
63
53.98
Standard Deviation
2.89
1.94
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.13
N/A
10 Years
Statistic
ACMSX
Category
Alpha (against Standard Index)
-0.63
-0.11
Beta (against Standard Index)
0.66
0.46
Mean Annual Return
4.53
0.36
R-squared (against Standard Index)
73
65.31
Standard Deviation
2.92
2.21
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.35
N/A
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