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Alpine Dynamic Balance (ADBYX)
On
Dec 1
:
9.35
0.07
(0.75%)
MORE ON ADBYX
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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)
:
16.84%
Worst 1 Yr Total Return
(2008)
:
-28.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ADBYX
Category
Alpha (against Standard Index)
-3.00
-1.05
Beta (against Standard Index)
0.86
1.02
Mean Annual Return
-8.48
-0.55
R-squared (against Standard Index)
87
94.27
Standard Deviation
17.87
20.65
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-12.72
N/A
5 Years
Statistic
ADBYX
Category
Alpha (against Standard Index)
-2.11
0.04
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
-1.45
0.14
R-squared (against Standard Index)
86
93.13
Standard Deviation
15.03
16.85
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.10
N/A
10 Years
Statistic
ADBYX
Category
Alpha (against Standard Index)
N/A
2.54
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
80.76
Standard Deviation
N/A
15.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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