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AFBA 5Star Large Cap Growth C (AFUCX)
On
Dec 8
:
9.58
0.09
(0.93%)
MORE ON AFUCX
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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
(2007)
:
28.50%
Worst 1 Yr Total Return
(2008)
:
-46.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFUCX
Category
Alpha (against Standard Index)
-1.90
2.45
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-9.13
-0.24
R-squared (against Standard Index)
77
88.47
Standard Deviation
21.96
20.84
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-11.75
N/A
5 Years
Statistic
AFUCX
Category
Alpha (against Standard Index)
-2.45
0.94
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-2.43
0.21
R-squared (against Standard Index)
78
86.37
Standard Deviation
17.94
17.46
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.50
N/A
10 Years
Statistic
AFUCX
Category
Alpha (against Standard Index)
0.99
0.18
Beta (against Standard Index)
1.05
1.04
Mean Annual Return
-0.69
0.04
R-squared (against Standard Index)
77
78.62
Standard Deviation
19.37
19.22
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.48
N/A
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