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Accessor Income & Growth Allocation C (AIGMX)
On
Dec 2
:
14.56
0.00
(0.00%)
MORE ON AIGMX
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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)
:
7.22%
Worst 1 Yr Total Return
(2008)
:
-19.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AIGMX
Category
Alpha (against Standard Index)
-1.98
-0.86
Beta (against Standard Index)
0.69
0.74
Mean Annual Return
-0.73
0.06
R-squared (against Standard Index)
93
86.33
Standard Deviation
9.33
10.51
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-4.58
N/A
5 Years
Statistic
AIGMX
Category
Alpha (against Standard Index)
-2.45
-1.44
Beta (against Standard Index)
0.67
0.71
Mean Annual Return
1.72
0.26
R-squared (against Standard Index)
92
84.96
Standard Deviation
7.44
8.32
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-1.96
N/A
10 Years
Statistic
AIGMX
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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