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AHA Limited Maturity Fixed-Income N (AHALX)
On
Dec 11
:
11.13
0.01
(0.09%)
MORE ON AHALX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.60%
Worst 1 Yr Total Return
(2005)
:
1.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AHALX
Category
Alpha (against Standard Index)
0.71
-0.15
Beta (against Standard Index)
0.47
0.36
Mean Annual Return
4.93
0.30
R-squared (against Standard Index)
70
33.68
Standard Deviation
2.18
3.31
Sharpe Ratio
1.13
N/A
Treynor Ratio
5.70
N/A
5 Years
Statistic
AHALX
Category
Alpha (against Standard Index)
-0.10
-0.52
Beta (against Standard Index)
0.43
0.38
Mean Annual Return
3.97
0.28
R-squared (against Standard Index)
68
36.19
Standard Deviation
1.80
2.73
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.28
N/A
10 Years
Statistic
AHALX
Category
Alpha (against Standard Index)
0.01
-0.19
Beta (against Standard Index)
0.39
0.43
Mean Annual Return
4.30
0.35
R-squared (against Standard Index)
68
45.24
Standard Deviation
1.78
2.61
Sharpe Ratio
0.76
N/A
Treynor Ratio
3.56
N/A
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