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AllianceBern Tx Mgd Bal Wlth St C (AGICX)
On
Dec 24
:
11.69
0.03
(0.26%)
MORE ON AGICX
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Research Reports
Risk
As of 30-Nov-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
(2006)
:
7.70%
Worst 1 Yr Total Return
(2008)
:
-20.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGICX
Category
Alpha (against Standard Index)
-2.78
-0.95
Beta (against Standard Index)
0.78
0.74
Mean Annual Return
-1.37
0.09
R-squared (against Standard Index)
94
87.00
Standard Deviation
10.71
10.61
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-4.65
N/A
5 Years
Statistic
AGICX
Category
Alpha (against Standard Index)
-2.45
-1.38
Beta (against Standard Index)
0.79
0.71
Mean Annual Return
1.98
0.27
R-squared (against Standard Index)
94
85.46
Standard Deviation
8.77
8.33
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.28
N/A
10 Years
Statistic
AGICX
Category
Alpha (against Standard Index)
-4.77
-0.99
Beta (against Standard Index)
0.91
0.72
Mean Annual Return
-0.11
0.31
R-squared (against Standard Index)
88
80.09
Standard Deviation
9.66
8.09
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-3.32
N/A
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