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AIM European Growth R (AEDRX)
On
Dec 30
:
27.67
0.05
(0.18%)
MORE ON AEDRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
39.06%
Worst 1 Yr Total Return
(2008)
:
-46.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AEDRX
Category
Alpha (against Standard Index)
0.05
0.82
Beta (against Standard Index)
0.98
1.08
Mean Annual Return
-5.43
-0.19
R-squared (against Standard Index)
96
91.61
Standard Deviation
23.99
27.22
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.84
N/A
5 Years
Statistic
AEDRX
Category
Alpha (against Standard Index)
1.96
1.83
Beta (against Standard Index)
1.00
1.08
Mean Annual Return
6.05
0.68
R-squared (against Standard Index)
94
89.97
Standard Deviation
20.21
22.73
Sharpe Ratio
0.25
N/A
Treynor Ratio
3.06
N/A
10 Years
Statistic
AEDRX
Category
Alpha (against Standard Index)
5.48
4.96
Beta (against Standard Index)
1.01
1.05
Mean Annual Return
6.91
0.71
R-squared (against Standard Index)
70
78.88
Standard Deviation
21.56
21.81
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.96
N/A
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