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AHA Socially Responsible Equity I (AHSRX)
On
Dec 18
:
8.40
0.03
(0.36%)
MORE ON AHSRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.48%
Worst 1 Yr Total Return
(2008)
:
-34.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AHSRX
Category
Alpha (against Standard Index)
-0.93
-1.37
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
-7.23
-0.45
R-squared (against Standard Index)
91
94.58
Standard Deviation
21.63
20.79
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.15
N/A
5 Years
Statistic
AHSRX
Category
Alpha (against Standard Index)
N/A
-0.29
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
93.49
Standard Deviation
N/A
16.81
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
AHSRX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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