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AFBA 5Star Science & Technology C (AFCTX)
On
Dec 4
:
11.26
0.18
(1.62%)
MORE ON AFCTX
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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
(2006)
:
10.68%
Worst 1 Yr Total Return
(2008)
:
-37.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFCTX
Category
Alpha (against Standard Index)
2.83
7.86
Beta (against Standard Index)
1.00
1.14
Mean Annual Return
-4.71
0.12
R-squared (against Standard Index)
84
78.24
Standard Deviation
21.33
25.36
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.10
N/A
5 Years
Statistic
AFCTX
Category
Alpha (against Standard Index)
1.33
3.75
Beta (against Standard Index)
1.04
1.19
Mean Annual Return
1.23
0.43
R-squared (against Standard Index)
81
73.64
Standard Deviation
18.27
22.22
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.73
N/A
10 Years
Statistic
AFCTX
Category
Alpha (against Standard Index)
N/A
2.22
Beta (against Standard Index)
N/A
1.56
Mean Annual Return
N/A
0.10
R-squared (against Standard Index)
N/A
57.55
Standard Deviation
N/A
33.23
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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