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AHA Full Maturity Fixed-Income I (AHFMX)
On
Dec 1
:
10.57
0.02
(0.19%)
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.89%
Worst 1 Yr Total Return
(2005)
:
1.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AHFMX
Category
Alpha (against Standard Index)
-0.58
-1.72
Beta (against Standard Index)
0.91
1.02
Mean Annual Return
5.39
0.39
R-squared (against Standard Index)
95
59.27
Standard Deviation
3.75
5.93
Sharpe Ratio
0.76
N/A
Treynor Ratio
3.26
N/A
5 Years
Statistic
AHFMX
Category
Alpha (against Standard Index)
-0.59
-1.05
Beta (against Standard Index)
0.88
0.98
Mean Annual Return
4.19
0.33
R-squared (against Standard Index)
95
61.87
Standard Deviation
3.24
4.88
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.33
N/A
10 Years
Statistic
AHFMX
Category
Alpha (against Standard Index)
-0.42
-0.65
Beta (against Standard Index)
0.95
0.96
Mean Annual Return
5.70
0.45
R-squared (against Standard Index)
95
71.12
Standard Deviation
3.70
4.47
Sharpe Ratio
0.73
N/A
Treynor Ratio
2.87
N/A
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