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AFBA 5Star Mid Cap Value C (AFMCX)
On
Dec 4
:
8.33
0.08
(0.97%)
MORE ON AFMCX
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Research Reports
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)
:
14.80%
Worst 1 Yr Total Return
(2008)
:
-30.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFMCX
Category
Alpha (against Standard Index)
3.65
2.32
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
-5.14
-0.35
R-squared (against Standard Index)
87
90.18
Standard Deviation
23.24
23.68
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.79
N/A
5 Years
Statistic
AFMCX
Category
Alpha (against Standard Index)
1.95
2.22
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
1.49
0.30
R-squared (against Standard Index)
85
89.12
Standard Deviation
19.46
19.61
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.36
N/A
10 Years
Statistic
AFMCX
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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