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AllianceBern Divers Yld Inc Adv (AGSIX)
On
Dec 1
:
8.11
0.01
(0.12%)
MORE ON AGSIX
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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)
:
6.54%
Worst 1 Yr Total Return
(2008)
:
-16.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGSIX
Category
Alpha (against Standard Index)
-1.54
-1.14
Beta (against Standard Index)
0.44
1.47
Mean Annual Return
2.28
0.58
R-squared (against Standard Index)
6
50.46
Standard Deviation
7.69
8.81
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.31
N/A
5 Years
Statistic
AGSIX
Category
Alpha (against Standard Index)
0.05
-0.18
Beta (against Standard Index)
0.41
1.21
Mean Annual Return
3.74
0.44
R-squared (against Standard Index)
6
39.58
Standard Deviation
6.21
7.42
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.73
N/A
10 Years
Statistic
AGSIX
Category
Alpha (against Standard Index)
0.05
-0.04
Beta (against Standard Index)
0.60
1.06
Mean Annual Return
4.84
0.53
R-squared (against Standard Index)
12
39.24
Standard Deviation
6.49
6.67
Sharpe Ratio
0.31
N/A
Treynor Ratio
3.12
N/A
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