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AIM Floating Rate A (AFRAX)
On
Dec 22
:
7.29
0.01
(0.14%)
MORE ON AFRAX
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Research Reports
Risk
As of 30-Nov-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)
:
7.02%
Worst 1 Yr Total Return
(2008)
:
-33.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFRAX
Category
Alpha (against Standard Index)
-2.44
-3.49
Beta (against Standard Index)
0.02
0.17
Mean Annual Return
-1.22
-0.05
R-squared (against Standard Index)
0
0.47
Standard Deviation
14.97
13.94
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-147.32
N/A
5 Years
Statistic
AFRAX
Category
Alpha (against Standard Index)
-0.70
-1.49
Beta (against Standard Index)
-0.02
0.10
Mean Annual Return
1.53
0.14
R-squared (against Standard Index)
0
0.39
Standard Deviation
11.57
10.59
Sharpe Ratio
-0.06
N/A
Treynor Ratio
85.01
N/A
10 Years
Statistic
AFRAX
Category
Alpha (against Standard Index)
0.24
0.18
Beta (against Standard Index)
-0.03
-0.02
Mean Annual Return
2.72
0.25
R-squared (against Standard Index)
0
0.04
Standard Deviation
8.25
7.92
Sharpe Ratio
0.02
N/A
Treynor Ratio
7.88
N/A
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