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Alpine Realty Income & Growth (AIGYX)
On
Dec 4
:
12.18
0.27
(2.27%)
MORE ON AIGYX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
31.02%
Worst 1 Yr Total Return
(2008)
:
-50.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AIGYX
Category
Alpha (against Standard Index)
1.35
0.21
Beta (against Standard Index)
1.90
1.63
Mean Annual Return
-18.98
-0.83
R-squared (against Standard Index)
71
67.53
Standard Deviation
43.83
38.84
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-11.29
N/A
5 Years
Statistic
AIGYX
Category
Alpha (against Standard Index)
1.98
2.84
Beta (against Standard Index)
1.84
1.61
Mean Annual Return
-3.91
0.30
R-squared (against Standard Index)
70
66.12
Standard Deviation
34.92
31.52
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-3.77
N/A
10 Years
Statistic
AIGYX
Category
Alpha (against Standard Index)
11.51
10.64
Beta (against Standard Index)
1.00
0.89
Mean Annual Return
8.58
0.94
R-squared (against Standard Index)
38
35.37
Standard Deviation
26.04
24.16
Sharpe Ratio
0.34
N/A
Treynor Ratio
5.63
N/A
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