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AHA Balanced I (AHBPX)
On
Nov 30
:
7.39
0.02
(0.27%)
MORE ON AHBPX
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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
(2006)
:
10.59%
Worst 1 Yr Total Return
(2008)
:
-20.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AHBPX
Category
Alpha (against Standard Index)
-3.96
-2.88
Beta (against Standard Index)
0.82
1.08
Mean Annual Return
-2.98
-0.13
R-squared (against Standard Index)
94
93.44
Standard Deviation
11.08
14.69
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-6.62
N/A
5 Years
Statistic
AHBPX
Category
Alpha (against Standard Index)
-2.35
-2.47
Beta (against Standard Index)
0.83
1.06
Mean Annual Return
2.02
0.23
R-squared (against Standard Index)
93
92.52
Standard Deviation
9.26
11.89
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-1.22
N/A
10 Years
Statistic
AHBPX
Category
Alpha (against Standard Index)
-1.35
-2.17
Beta (against Standard Index)
0.92
1.05
Mean Annual Return
3.16
0.26
R-squared (against Standard Index)
83
86.72
Standard Deviation
9.96
11.31
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.21
N/A
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