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AMIDEX35 Israel A (AMDAX)
On
Nov 27
:
11.18
0.26
(2.27%)
MORE ON AMDAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
25.95%
Worst 1 Yr Total Return
(2008)
:
-41.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMDAX
Category
Alpha (against Standard Index)
8.61
-0.56
Beta (against Standard Index)
0.84
0.91
Mean Annual Return
4.03
-0.21
R-squared (against Standard Index)
68
90.41
Standard Deviation
24.45
22.89
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.92
N/A
5 Years
Statistic
AMDAX
Category
Alpha (against Standard Index)
5.35
-1.40
Beta (against Standard Index)
0.83
0.90
Mean Annual Return
9.88
0.44
R-squared (against Standard Index)
61
89.02
Standard Deviation
20.89
19.07
Sharpe Ratio
0.42
N/A
Treynor Ratio
8.29
N/A
10 Years
Statistic
AMDAX
Category
Alpha (against Standard Index)
2.93
0.66
Beta (against Standard Index)
1.07
0.93
Mean Annual Return
2.35
0.36
R-squared (against Standard Index)
43
79.68
Standard Deviation
29.42
19.07
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.58
N/A
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