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AIM Floating Rate I (AFRIX)
On
Dec 24
:
7.30
0.00
(0.00%)
MORE ON AFRIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
1.29%
Worst 1 Yr Total Return
(2008)
:
-33.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFRIX
Category
Alpha (against Standard Index)
-2.11
-3.49
Beta (against Standard Index)
0.03
0.17
Mean Annual Return
-0.88
-0.05
R-squared (against Standard Index)
0
0.47
Standard Deviation
14.98
13.94
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-115.84
N/A
5 Years
Statistic
AFRIX
Category
Alpha (against Standard Index)
-0.47
-1.49
Beta (against Standard Index)
-0.01
0.10
Mean Annual Return
1.78
0.14
R-squared (against Standard Index)
0
0.39
Standard Deviation
11.58
10.59
Sharpe Ratio
-0.04
N/A
Treynor Ratio
105.27
N/A
10 Years
Statistic
AFRIX
Category
Alpha (against Standard Index)
0.36
0.18
Beta (against Standard Index)
-0.02
-0.02
Mean Annual Return
2.85
0.25
R-squared (against Standard Index)
0
0.04
Standard Deviation
8.25
7.92
Sharpe Ratio
0.03
N/A
Treynor Ratio
3.27
N/A
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