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Accessor Small to Mid Cap C (ACSMX)
On
Nov 30
:
21.52
0.04
(0.19%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
17.66%
Worst 1 Yr Total Return
(2008)
:
-40.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACSMX
Category
Alpha (against Standard Index)
-3.75
2.78
Beta (against Standard Index)
1.09
1.14
Mean Annual Return
-11.62
-0.31
R-squared (against Standard Index)
90
88.48
Standard Deviation
22.38
23.83
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-12.88
N/A
5 Years
Statistic
ACSMX
Category
Alpha (against Standard Index)
-0.70
2.11
Beta (against Standard Index)
1.13
1.17
Mean Annual Return
-1.08
0.29
R-squared (against Standard Index)
88
86.78
Standard Deviation
19.10
20.06
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.65
N/A
10 Years
Statistic
ACSMX
Category
Alpha (against Standard Index)
1.30
6.25
Beta (against Standard Index)
1.06
1.05
Mean Annual Return
-0.60
0.54
R-squared (against Standard Index)
69
72.80
Standard Deviation
20.48
19.97
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.38
N/A
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