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Threadneedle European Equity B (AEEBX)
On
Dec 30
:
5.07
0.01
(0.20%)
MORE ON AEEBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
31.87%
Worst 1 Yr Total Return
(2008)
:
-41.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AEEBX
Category
Alpha (against Standard Index)
1.83
0.82
Beta (against Standard Index)
0.91
1.08
Mean Annual Return
-2.87
-0.19
R-squared (against Standard Index)
95
91.61
Standard Deviation
22.16
27.22
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.68
N/A
5 Years
Statistic
AEEBX
Category
Alpha (against Standard Index)
1.43
1.83
Beta (against Standard Index)
0.91
1.08
Mean Annual Return
5.61
0.68
R-squared (against Standard Index)
95
89.97
Standard Deviation
18.45
22.73
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.88
N/A
10 Years
Statistic
AEEBX
Category
Alpha (against Standard Index)
N/A
4.96
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.71
R-squared (against Standard Index)
N/A
78.88
Standard Deviation
N/A
21.81
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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