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Advance Capital I Balanced (ADBAX)
On
Dec 4
:
13.96
0.02
(0.14%)
MORE ON ADBAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.91%
Worst 1 Yr Total Return
(2008)
:
-31.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ADBAX
Category
Alpha (against Standard Index)
-4.82
-2.88
Beta (against Standard Index)
1.07
1.08
Mean Annual Return
-4.54
-0.13
R-squared (against Standard Index)
91
93.44
Standard Deviation
14.69
14.69
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-6.52
N/A
5 Years
Statistic
ADBAX
Category
Alpha (against Standard Index)
-4.06
-2.47
Beta (against Standard Index)
1.06
1.06
Mean Annual Return
0.48
0.23
R-squared (against Standard Index)
91
92.52
Standard Deviation
11.89
11.89
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.41
N/A
10 Years
Statistic
ADBAX
Category
Alpha (against Standard Index)
-1.65
-2.17
Beta (against Standard Index)
0.99
1.05
Mean Annual Return
2.97
0.26
R-squared (against Standard Index)
90
86.72
Standard Deviation
10.35
11.31
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.00
N/A
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