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Accessor Small to Mid Cap Inv (ACSIX)
On
Dec 4
:
22.35
0.33
(1.50%)
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
18.28%
Worst 1 Yr Total Return
(2008)
:
-40.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACSIX
Category
Alpha (against Standard Index)
-3.22
2.78
Beta (against Standard Index)
1.09
1.14
Mean Annual Return
-11.16
-0.31
R-squared (against Standard Index)
90
88.48
Standard Deviation
22.40
23.83
Sharpe Ratio
-0.52
N/A
Treynor Ratio
-12.44
N/A
5 Years
Statistic
ACSIX
Category
Alpha (against Standard Index)
-0.15
2.11
Beta (against Standard Index)
1.13
1.17
Mean Annual Return
-0.55
0.29
R-squared (against Standard Index)
88
86.78
Standard Deviation
19.11
20.06
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.17
N/A
10 Years
Statistic
ACSIX
Category
Alpha (against Standard Index)
1.84
6.25
Beta (against Standard Index)
1.06
1.05
Mean Annual Return
-0.07
0.54
R-squared (against Standard Index)
69
72.80
Standard Deviation
20.49
19.97
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.87
N/A
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