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Allegiant Multi-Factor Small Cap Value I (AMRIX)

On Dec 3: 9.79   0.10 (1.01%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 2 Number of Years Down: 3 Best 1 Yr Total Return (2004): 21.62% Worst 1 Yr Total Return (2008): -29.36% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic AMRIX Category Alpha (against Standard Index) -8.62 1.01 Beta (against Standard Index) 0.96 1.19 Mean Annual Return -14.67 -0.48 R-squared (against Standard Index) 84 87.23 Standard Deviation 20.43 24.84 Sharpe Ratio -0.79 N/A Treynor Ratio -17.77 N/A 5 Years Statistic AMRIX Category Alpha (against Standard Index) -5.00 1.42 Beta (against Standard Index) 1.03 1.21 Mean Annual Return -5.02 0.23 R-squared (against Standard Index) 79 84.16 Standard Deviation 18.45 21.07 Sharpe Ratio -0.35 N/A Treynor Ratio -7.80 N/A 10 Years Statistic AMRIX Category Alpha (against Standard Index) 6.13 7.80 Beta (against Standard Index) 0.83 1.01 Mean Annual Return 5.57 0.68 R-squared (against Standard Index) 61 64.84 Standard Deviation 17.18 20.31 Sharpe Ratio 0.23 N/A Treynor Ratio 3.12 N/A
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