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AFBA 5Star Mid Cap Value Adv (AFMAX)
On
Dec 3
:
8.85
0.08
(0.90%)
MORE ON AFMAX
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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
(2004)
:
15.65%
Worst 1 Yr Total Return
(2008)
:
-29.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFMAX
Category
Alpha (against Standard Index)
4.45
2.32
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
-4.36
-0.35
R-squared (against Standard Index)
87
90.18
Standard Deviation
23.21
23.68
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.09
N/A
5 Years
Statistic
AFMAX
Category
Alpha (against Standard Index)
2.75
2.22
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
2.31
0.30
R-squared (against Standard Index)
85
89.12
Standard Deviation
19.44
19.61
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.63
N/A
10 Years
Statistic
AFMAX
Category
Alpha (against Standard Index)
N/A
7.83
Beta (against Standard Index)
N/A
0.94
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.23
Standard Deviation
N/A
17.96
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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