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AHA Limited Maturity Fixed-Income I (AHLFX)
On
Dec 2
:
11.13
0.01
(0.09%)
MORE ON AHLFX
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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)
:
5.75%
Worst 1 Yr Total Return
(2004)
:
0.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AHLFX
Category
Alpha (against Standard Index)
0.86
-0.26
Beta (against Standard Index)
0.47
0.38
Mean Annual Return
5.15
0.30
R-squared (against Standard Index)
69
32.40
Standard Deviation
2.20
3.42
Sharpe Ratio
1.15
N/A
Treynor Ratio
5.85
N/A
5 Years
Statistic
AHLFX
Category
Alpha (against Standard Index)
0.03
-0.58
Beta (against Standard Index)
0.43
0.40
Mean Annual Return
3.95
0.27
R-squared (against Standard Index)
66
36.30
Standard Deviation
1.86
2.80
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.12
N/A
10 Years
Statistic
AHLFX
Category
Alpha (against Standard Index)
0.23
-0.21
Beta (against Standard Index)
0.39
0.44
Mean Annual Return
4.49
0.35
R-squared (against Standard Index)
67
45.80
Standard Deviation
1.79
2.67
Sharpe Ratio
0.84
N/A
Treynor Ratio
3.95
N/A
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