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AFBA 5Star Mid Cap Value I (AFMIX)
On
Dec 4
:
9.13
0.10
(1.11%)
MORE ON AFMIX
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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)
:
15.94%
Worst 1 Yr Total Return
(2008)
:
-29.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFMIX
Category
Alpha (against Standard Index)
4.61
2.32
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
-4.19
-0.35
R-squared (against Standard Index)
87
90.18
Standard Deviation
23.19
23.68
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.95
N/A
5 Years
Statistic
AFMIX
Category
Alpha (against Standard Index)
2.93
2.22
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
2.50
0.30
R-squared (against Standard Index)
85
89.12
Standard Deviation
19.42
19.61
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.46
N/A
10 Years
Statistic
AFMIX
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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