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Accessor Investment Grade Fxd-Inc Instl (AIFIX)
On
Dec 2
:
10.74
0.02
(0.19%)
MORE ON AIFIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
3.88%
Worst 1 Yr Total Return
(2008)
:
-2.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AIFIX
Category
Alpha (against Standard Index)
-1.99
-1.72
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
4.38
0.39
R-squared (against Standard Index)
61
59.27
Standard Deviation
5.34
5.93
Sharpe Ratio
0.37
N/A
Treynor Ratio
1.88
N/A
5 Years
Statistic
AIFIX
Category
Alpha (against Standard Index)
-1.11
-1.05
Beta (against Standard Index)
1.07
0.98
Mean Annual Return
3.99
0.33
R-squared (against Standard Index)
68
61.87
Standard Deviation
4.67
4.88
Sharpe Ratio
0.22
N/A
Treynor Ratio
0.91
N/A
10 Years
Statistic
AIFIX
Category
Alpha (against Standard Index)
-1.09
-0.65
Beta (against Standard Index)
1.18
0.96
Mean Annual Return
5.73
0.45
R-squared (against Standard Index)
82
71.12
Standard Deviation
4.90
4.47
Sharpe Ratio
0.56
N/A
Treynor Ratio
2.34
N/A
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