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Cavanal Hill Short Term Inc I (AISTX)
On
Dec 4
:
8.73
0.01
(0.11%)
MORE ON AISTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.05%
Worst 1 Yr Total Return
(2008)
:
-17.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AISTX
Category
Alpha (against Standard Index)
-1.36
-0.26
Beta (against Standard Index)
-0.09
0.38
Mean Annual Return
0.48
0.30
R-squared (against Standard Index)
0
32.40
Standard Deviation
6.29
3.42
Sharpe Ratio
-0.27
N/A
Treynor Ratio
20.86
N/A
5 Years
Statistic
AISTX
Category
Alpha (against Standard Index)
-1.22
-0.58
Beta (against Standard Index)
-0.02
0.40
Mean Annual Return
1.63
0.27
R-squared (against Standard Index)
0
36.30
Standard Deviation
4.89
2.80
Sharpe Ratio
-0.26
N/A
Treynor Ratio
88.75
N/A
10 Years
Statistic
AISTX
Category
Alpha (against Standard Index)
0.20
-0.21
Beta (against Standard Index)
0.17
0.44
Mean Annual Return
3.67
0.35
R-squared (against Standard Index)
3
45.80
Standard Deviation
3.66
2.67
Sharpe Ratio
0.21
N/A
Treynor Ratio
4.23
N/A
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