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SM&R Growth T (AMRNX)
On
Dec 1
:
3.36
0.04
(1.20%)
MORE ON AMRNX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.15%
Worst 1 Yr Total Return
(2008)
:
-37.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMRNX
Category
Alpha (against Standard Index)
-0.46
0.38
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-7.35
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
19.50
20.09
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-9.89
N/A
5 Years
Statistic
AMRNX
Category
Alpha (against Standard Index)
-1.09
0.26
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-0.70
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
15.81
16.47
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.81
N/A
10 Years
Statistic
AMRNX
Category
Alpha (against Standard Index)
-2.28
0.84
Beta (against Standard Index)
0.99
0.97
Mean Annual Return
-3.23
0.11
R-squared (against Standard Index)
93
91.16
Standard Deviation
16.54
16.35
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-6.27
N/A
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