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Advance Capital I Retirement Inc Ret (ADRIX)
On
Dec 8
:
8.30
0.02
(0.24%)
MORE ON ADRIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
6.80%
Worst 1 Yr Total Return
(2008)
:
-16.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ADRIX
Category
Alpha (against Standard Index)
-6.18
-1.72
Beta (against Standard Index)
1.20
1.02
Mean Annual Return
0.53
0.39
R-squared (against Standard Index)
39
59.27
Standard Deviation
7.85
5.93
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-1.57
N/A
5 Years
Statistic
ADRIX
Category
Alpha (against Standard Index)
-3.44
-1.05
Beta (against Standard Index)
1.10
0.98
Mean Annual Return
1.58
0.33
R-squared (against Standard Index)
41
61.87
Standard Deviation
6.33
4.88
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-1.31
N/A
10 Years
Statistic
ADRIX
Category
Alpha (against Standard Index)
-2.05
-0.65
Beta (against Standard Index)
1.16
0.96
Mean Annual Return
4.58
0.45
R-squared (against Standard Index)
55
71.12
Standard Deviation
5.87
4.47
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.39
N/A
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