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AIM European Growth A (AEDAX)
On
Nov 27
:
27.58
0.78
(2.75%)
MORE ON AEDAX
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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)
:
39.38%
Worst 1 Yr Total Return
(2008)
:
-46.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AEDAX
Category
Alpha (against Standard Index)
0.64
0.68
Beta (against Standard Index)
0.99
1.08
Mean Annual Return
-4.60
-0.18
R-squared (against Standard Index)
96
91.71
Standard Deviation
24.14
27.25
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-7.12
N/A
5 Years
Statistic
AEDAX
Category
Alpha (against Standard Index)
2.13
1.34
Beta (against Standard Index)
1.00
1.08
Mean Annual Return
7.21
0.72
R-squared (against Standard Index)
94
89.99
Standard Deviation
20.44
22.87
Sharpe Ratio
0.30
N/A
Treynor Ratio
4.19
N/A
10 Years
Statistic
AEDAX
Category
Alpha (against Standard Index)
7.00
5.43
Beta (against Standard Index)
1.03
1.05
Mean Annual Return
8.51
0.76
R-squared (against Standard Index)
68
77.72
Standard Deviation
22.48
22.13
Sharpe Ratio
0.35
N/A
Treynor Ratio
5.40
N/A
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