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AIM Global Small & Mid Cap Growth A (AGAAX)
On
Dec 24
:
16.03
0.06
(0.38%)
MORE ON AGAAX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
26.17%
Worst 1 Yr Total Return
(2008)
:
-50.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGAAX
Category
Alpha (against Standard Index)
0.76
0.27
Beta (against Standard Index)
0.97
0.91
Mean Annual Return
-4.74
-0.17
R-squared (against Standard Index)
92
90.08
Standard Deviation
24.22
22.93
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-7.22
N/A
5 Years
Statistic
AGAAX
Category
Alpha (against Standard Index)
1.44
-0.86
Beta (against Standard Index)
0.99
0.90
Mean Annual Return
5.46
0.41
R-squared (against Standard Index)
91
88.40
Standard Deviation
20.28
18.93
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.50
N/A
10 Years
Statistic
AGAAX
Category
Alpha (against Standard Index)
1.18
0.53
Beta (against Standard Index)
1.05
0.92
Mean Annual Return
2.12
0.33
R-squared (against Standard Index)
67
79.83
Standard Deviation
22.91
18.84
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.77
N/A
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