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Accessor Growth Instl (AGROX)
On
Nov 27
:
22.28
0.37
(1.63%)
MORE ON AGROX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
11.52%
Worst 1 Yr Total Return
(2008)
:
-34.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGROX
Category
Alpha (against Standard Index)
-0.11
2.45
Beta (against Standard Index)
0.85
1.00
Mean Annual Return
-5.66
-0.24
R-squared (against Standard Index)
92
88.47
Standard Deviation
17.32
20.84
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-9.47
N/A
5 Years
Statistic
AGROX
Category
Alpha (against Standard Index)
-0.85
0.94
Beta (against Standard Index)
0.86
1.01
Mean Annual Return
-0.06
0.21
R-squared (against Standard Index)
92
86.37
Standard Deviation
14.24
17.46
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.60
N/A
10 Years
Statistic
AGROX
Category
Alpha (against Standard Index)
-2.73
0.18
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
-3.45
0.04
R-squared (against Standard Index)
87
78.62
Standard Deviation
16.09
19.22
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-6.89
N/A
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