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AFBA 5Star Total Return Bond Adv (AFHAX)
On
Dec 2
:
9.46
0.02
(0.21%)
MORE ON AFHAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.51%
Worst 1 Yr Total Return
(2005)
:
-1.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFHAX
Category
Alpha (against Standard Index)
-0.51
-1.72
Beta (against Standard Index)
0.90
1.02
Mean Annual Return
5.38
0.39
R-squared (against Standard Index)
58
59.27
Standard Deviation
4.74
5.93
Sharpe Ratio
0.61
N/A
Treynor Ratio
3.29
N/A
5 Years
Statistic
AFHAX
Category
Alpha (against Standard Index)
0.49
-1.05
Beta (against Standard Index)
0.72
0.98
Mean Annual Return
4.94
0.33
R-squared (against Standard Index)
35
61.87
Standard Deviation
4.39
4.88
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.67
N/A
10 Years
Statistic
AFHAX
Category
Alpha (against Standard Index)
2.87
-0.65
Beta (against Standard Index)
0.35
0.96
Mean Annual Return
7.05
0.45
R-squared (against Standard Index)
7
71.12
Standard Deviation
4.82
4.47
Sharpe Ratio
0.83
N/A
Treynor Ratio
11.67
N/A
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