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AIM Conservative Allocation B (ACNBX)
On
Dec 24
:
9.21
0.01
(0.11%)
MORE ON ACNBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
6.14%
Worst 1 Yr Total Return
(2008)
:
-15.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACNBX
Category
Alpha (against Standard Index)
-2.37
-0.95
Beta (against Standard Index)
0.52
0.74
Mean Annual Return
-0.56
0.09
R-squared (against Standard Index)
92
87.00
Standard Deviation
7.19
10.61
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-5.44
N/A
5 Years
Statistic
ACNBX
Category
Alpha (against Standard Index)
-2.44
-1.38
Beta (against Standard Index)
0.51
0.71
Mean Annual Return
1.55
0.27
R-squared (against Standard Index)
92
85.46
Standard Deviation
5.76
8.33
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-2.81
N/A
10 Years
Statistic
ACNBX
Category
Alpha (against Standard Index)
N/A
-0.99
Beta (against Standard Index)
N/A
0.72
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
80.09
Standard Deviation
N/A
8.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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