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Accessor Income Allocation A (AILAX)
On
Nov 30
:
14.33
0.02
(0.14%)
MORE ON AILAX
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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)
:
4.06%
Worst 1 Yr Total Return
(2008)
:
-7.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AILAX
Category
Alpha (against Standard Index)
-1.61
-1.72
Beta (against Standard Index)
0.75
1.02
Mean Annual Return
3.60
0.39
R-squared (against Standard Index)
38
59.27
Standard Deviation
4.82
5.93
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.58
N/A
5 Years
Statistic
AILAX
Category
Alpha (against Standard Index)
-1.02
-1.05
Beta (against Standard Index)
0.65
0.98
Mean Annual Return
3.25
0.33
R-squared (against Standard Index)
37
61.87
Standard Deviation
3.78
4.88
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.35
N/A
10 Years
Statistic
AILAX
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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