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AMIDEX35 Israel C (AMDCX)
On
Dec 7
:
8.44
0.03
(0.36%)
MORE ON AMDCX
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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)
:
24.97%
Worst 1 Yr Total Return
(2008)
:
-41.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMDCX
Category
Alpha (against Standard Index)
7.86
-0.56
Beta (against Standard Index)
0.84
0.91
Mean Annual Return
3.26
-0.21
R-squared (against Standard Index)
68
90.41
Standard Deviation
24.42
22.89
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.01
N/A
5 Years
Statistic
AMDCX
Category
Alpha (against Standard Index)
4.63
-1.40
Beta (against Standard Index)
0.83
0.90
Mean Annual Return
9.11
0.44
R-squared (against Standard Index)
62
89.02
Standard Deviation
20.89
19.07
Sharpe Ratio
0.38
N/A
Treynor Ratio
7.35
N/A
10 Years
Statistic
AMDCX
Category
Alpha (against Standard Index)
2.22
0.66
Beta (against Standard Index)
1.07
0.93
Mean Annual Return
1.62
0.36
R-squared (against Standard Index)
43
79.68
Standard Deviation
29.42
19.07
Sharpe Ratio
0.10
N/A
Treynor Ratio
-1.26
N/A
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