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Accessor Growth C (AGCGX)
On
Dec 8
:
21.26
0.20
(0.93%)
MORE ON AGCGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
10.40%
Worst 1 Yr Total Return
(2008)
:
-34.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGCGX
Category
Alpha (against Standard Index)
-1.11
2.45
Beta (against Standard Index)
0.85
1.00
Mean Annual Return
-6.60
-0.24
R-squared (against Standard Index)
92
88.47
Standard Deviation
17.31
20.84
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.57
N/A
5 Years
Statistic
AGCGX
Category
Alpha (against Standard Index)
-1.83
0.94
Beta (against Standard Index)
0.86
1.01
Mean Annual Return
-1.03
0.21
R-squared (against Standard Index)
92
86.37
Standard Deviation
14.22
17.46
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.73
N/A
10 Years
Statistic
AGCGX
Category
Alpha (against Standard Index)
-3.72
0.18
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
-4.40
0.04
R-squared (against Standard Index)
87
78.62
Standard Deviation
16.07
19.22
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-7.91
N/A
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