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AIM Floating Rate R (AFRRX)
On
Dec 4
:
7.21
0.01
(0.14%)
MORE ON AFRRX
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Risk
As of 31-Oct-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)
:
0.93%
Worst 1 Yr Total Return
(2008)
:
-33.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFRRX
Category
Alpha (against Standard Index)
-2.62
-3.45
Beta (against Standard Index)
0.02
0.17
Mean Annual Return
-1.26
-0.04
R-squared (against Standard Index)
0
0.48
Standard Deviation
14.96
14.00
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-156.74
N/A
5 Years
Statistic
AFRRX
Category
Alpha (against Standard Index)
-0.88
-1.39
Beta (against Standard Index)
-0.03
0.09
Mean Annual Return
1.38
0.15
R-squared (against Standard Index)
0
0.38
Standard Deviation
11.56
10.65
Sharpe Ratio
-0.08
N/A
Treynor Ratio
62.11
N/A
10 Years
Statistic
AFRRX
Category
Alpha (against Standard Index)
-0.05
0.43
Beta (against Standard Index)
-0.03
-0.02
Mean Annual Return
2.48
0.28
R-squared (against Standard Index)
0
0.04
Standard Deviation
8.24
8.14
Sharpe Ratio
-0.02
N/A
Treynor Ratio
19.84
N/A
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