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AFBA 5Star Total Return Bond C (AFHCX)
On
Dec 4
:
9.11
0.03
(0.33%)
MORE ON AFHCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
7.63%
Worst 1 Yr Total Return
(2005)
:
-2.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFHCX
Category
Alpha (against Standard Index)
-1.24
-1.72
Beta (against Standard Index)
0.89
1.02
Mean Annual Return
4.57
0.39
R-squared (against Standard Index)
58
59.27
Standard Deviation
4.69
5.93
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.42
N/A
5 Years
Statistic
AFHCX
Category
Alpha (against Standard Index)
-0.25
-1.05
Beta (against Standard Index)
0.71
0.98
Mean Annual Return
4.14
0.33
R-squared (against Standard Index)
34
61.87
Standard Deviation
4.37
4.88
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.58
N/A
10 Years
Statistic
AFHCX
Category
Alpha (against Standard Index)
2.12
-0.65
Beta (against Standard Index)
0.35
0.96
Mean Annual Return
6.24
0.45
R-squared (against Standard Index)
7
71.12
Standard Deviation
4.79
4.47
Sharpe Ratio
0.67
N/A
Treynor Ratio
9.46
N/A
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