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AFBA 5Star Small Cap I (AFCIX)
On
Dec 2
:
9.82
0.07
(0.72%)
MORE ON AFCIX
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Risk
As of 31-Oct-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
(2004)
:
23.71%
Worst 1 Yr Total Return
(2008)
:
-41.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFCIX
Category
Alpha (against Standard Index)
-1.49
1.71
Beta (against Standard Index)
1.04
1.15
Mean Annual Return
-9.17
-0.40
R-squared (against Standard Index)
84
85.55
Standard Deviation
22.10
24.28
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-11.14
N/A
5 Years
Statistic
AFCIX
Category
Alpha (against Standard Index)
-1.38
1.12
Beta (against Standard Index)
1.09
1.19
Mean Annual Return
-1.71
0.21
R-squared (against Standard Index)
82
81.02
Standard Deviation
19.17
21.15
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.35
N/A
10 Years
Statistic
AFCIX
Category
Alpha (against Standard Index)
N/A
5.25
Beta (against Standard Index)
N/A
1.18
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
56.73
Standard Deviation
N/A
25.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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