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API Efficient Frontier Growth A (AFGGX)
On
Dec 1
:
7.75
0.12
(1.57%)
MORE ON AFGGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.19%
Worst 1 Yr Total Return
(2008)
:
-50.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFGGX
Category
Alpha (against Standard Index)
-0.52
-0.56
Beta (against Standard Index)
1.08
0.91
Mean Annual Return
-7.05
-0.21
R-squared (against Standard Index)
88
90.41
Standard Deviation
27.67
22.89
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-8.73
N/A
5 Years
Statistic
AFGGX
Category
Alpha (against Standard Index)
-3.22
-1.40
Beta (against Standard Index)
1.06
0.90
Mean Annual Return
1.32
0.44
R-squared (against Standard Index)
84
89.02
Standard Deviation
22.93
19.07
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.61
N/A
10 Years
Statistic
AFGGX
Category
Alpha (against Standard Index)
-1.36
0.66
Beta (against Standard Index)
1.11
0.93
Mean Annual Return
-0.14
0.36
R-squared (against Standard Index)
80
79.68
Standard Deviation
22.30
19.07
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.81
N/A
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