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API Efficient Frontier Income C (AFFIX)
On
Dec 4
:
10.78
0.02
(0.19%)
MORE ON AFFIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
2.58%
Worst 1 Yr Total Return
(2008)
:
-18.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFFIX
Category
Alpha (against Standard Index)
5.66
-0.86
Beta (against Standard Index)
0.98
0.74
Mean Annual Return
5.63
0.06
R-squared (against Standard Index)
51
86.33
Standard Deviation
17.74
10.51
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.30
N/A
5 Years
Statistic
AFFIX
Category
Alpha (against Standard Index)
-0.64
-1.44
Beta (against Standard Index)
0.87
0.71
Mean Annual Return
3.33
0.26
R-squared (against Standard Index)
45
84.96
Standard Deviation
13.77
8.32
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.36
N/A
10 Years
Statistic
AFFIX
Category
Alpha (against Standard Index)
0.02
-1.02
Beta (against Standard Index)
0.46
0.71
Mean Annual Return
3.52
0.29
R-squared (against Standard Index)
20
78.75
Standard Deviation
10.11
8.01
Sharpe Ratio
0.10
N/A
Treynor Ratio
1.20
N/A
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