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Alpine Dynamic Financial Services (ADFSX)
On
Dec 4
:
7.08
0.19
(2.76%)
MORE ON ADFSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
29.77%
Worst 1 Yr Total Return
(2008)
:
-45.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ADFSX
Category
Alpha (against Standard Index)
7.36
-5.47
Beta (against Standard Index)
1.29
1.27
Mean Annual Return
-4.46
-1.07
R-squared (against Standard Index)
72
75.55
Standard Deviation
29.68
28.60
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-5.32
N/A
5 Years
Statistic
ADFSX
Category
Alpha (against Standard Index)
N/A
-4.25
Beta (against Standard Index)
N/A
1.25
Mean Annual Return
N/A
-0.25
R-squared (against Standard Index)
N/A
73.60
Standard Deviation
N/A
23.29
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
ADFSX
Category
Alpha (against Standard Index)
N/A
3.26
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.33
R-squared (against Standard Index)
N/A
52.55
Standard Deviation
N/A
19.74
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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