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 Dow Down1.35% Nasdaq Down1.12%

API Efficient Frontier Capital Inc L (AFDDX)

40.47 Down 0.70(1.70%) Jun 19


Risk as of Mar 30, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):37.94%
Worst 1 Yr Total Return(Dec 30, 2008):-41.48%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAFDDXCategory
Alpha (against Standard Index)5.142.32
Beta (against Standard Index)0.650.83
Mean Annual Return0.800.82
R-squared (against Standard Index)85.1587.10
Standard Deviation13.6517.28
Sharpe Ratio0.690.59
Treynor Ratio13.6811.47
5 Years
StatisticAFDDXCategory
Alpha (against Standard Index)4.382.89
Beta (against Standard Index)0.880.88
Mean Annual Return0.500.38
R-squared (against Standard Index)84.1089.49
Standard Deviation22.3221.60
Sharpe Ratio0.260.20
Treynor Ratio3.721.95
10 Years
StatisticAFDDXCategory
Alpha (against Standard Index)0.480.86
Beta (against Standard Index)0.870.88
Mean Annual Return0.860.87
R-squared (against Standard Index)81.7187.31
Standard Deviation17.6417.27
Sharpe Ratio0.480.51
Treynor Ratio8.428.61