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Accessor Income Allocation Inv (AIAIX)
On
Dec 8
:
14.25
0.02
(0.14%)
MORE ON AIAIX
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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)
:
3.81%
Worst 1 Yr Total Return
(2008)
:
-7.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AIAIX
Category
Alpha (against Standard Index)
-1.90
-1.72
Beta (against Standard Index)
0.75
1.02
Mean Annual Return
3.32
0.39
R-squared (against Standard Index)
38
59.27
Standard Deviation
4.81
5.93
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.21
N/A
5 Years
Statistic
AIAIX
Category
Alpha (against Standard Index)
-1.27
-1.05
Beta (against Standard Index)
0.65
0.98
Mean Annual Return
2.99
0.33
R-squared (against Standard Index)
38
61.87
Standard Deviation
3.77
4.88
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.05
N/A
10 Years
Statistic
AIAIX
Category
Alpha (against Standard Index)
N/A
-0.65
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.45
R-squared (against Standard Index)
N/A
71.12
Standard Deviation
N/A
4.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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