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Accessor Income & Growth Allocation I (AIGAX)
On
Dec 2
:
14.62
0.00
(0.00%)
MORE ON AIGAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.33%
Worst 1 Yr Total Return
(2008)
:
-18.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AIGAX
Category
Alpha (against Standard Index)
-1.00
-0.86
Beta (against Standard Index)
0.69
0.74
Mean Annual Return
0.25
0.06
R-squared (against Standard Index)
93
86.33
Standard Deviation
9.36
10.51
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-3.15
N/A
5 Years
Statistic
AIGAX
Category
Alpha (against Standard Index)
-1.46
-1.44
Beta (against Standard Index)
0.67
0.71
Mean Annual Return
2.73
0.26
R-squared (against Standard Index)
92
84.96
Standard Deviation
7.47
8.32
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.44
N/A
10 Years
Statistic
AIGAX
Category
Alpha (against Standard Index)
N/A
-1.02
Beta (against Standard Index)
N/A
0.71
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
78.75
Standard Deviation
N/A
8.01
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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