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AHA Full Maturity Fixed-Income N (AHAFX)
On
Dec 15
:
10.48
0.02
(0.19%)
MORE ON AHAFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.65%
Worst 1 Yr Total Return
(2005)
:
1.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AHAFX
Category
Alpha (against Standard Index)
-0.78
-1.73
Beta (against Standard Index)
0.90
1.02
Mean Annual Return
5.18
0.39
R-squared (against Standard Index)
95
59.65
Standard Deviation
3.73
5.93
Sharpe Ratio
0.75
N/A
Treynor Ratio
3.22
N/A
5 Years
Statistic
AHAFX
Category
Alpha (against Standard Index)
-0.81
-1.13
Beta (against Standard Index)
0.87
0.98
Mean Annual Return
4.34
0.35
R-squared (against Standard Index)
95
61.85
Standard Deviation
3.20
4.90
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.54
N/A
10 Years
Statistic
AHAFX
Category
Alpha (against Standard Index)
-0.68
-0.67
Beta (against Standard Index)
0.95
0.96
Mean Annual Return
5.56
0.46
R-squared (against Standard Index)
95
70.95
Standard Deviation
3.69
4.48
Sharpe Ratio
0.70
N/A
Treynor Ratio
2.77
N/A
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