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Saturday, December 5, 2009, 2:40AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Allegiant Multi-Factor Small Cap Value A (AMRRX)

On Dec 4: 9.25   0.21 (2.32%)

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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): 21.30% Worst 1 Yr Total Return (2008): -29.60% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic AMRRX Category Alpha (against Standard Index) -8.93 1.01 Beta (against Standard Index) 0.96 1.19 Mean Annual Return -14.90 -0.48 R-squared (against Standard Index) 84 87.23 Standard Deviation 20.35 24.84 Sharpe Ratio -0.80 N/A Treynor Ratio -18.09 N/A 5 Years Statistic AMRRX Category Alpha (against Standard Index) -5.27 1.42 Beta (against Standard Index) 1.03 1.21 Mean Annual Return -5.26 0.23 R-squared (against Standard Index) 79 84.16 Standard Deviation 18.41 21.07 Sharpe Ratio -0.36 N/A Treynor Ratio -8.06 N/A 10 Years Statistic AMRRX Category Alpha (against Standard Index) 5.86 7.80 Beta (against Standard Index) 0.83 1.01 Mean Annual Return 5.29 0.68 R-squared (against Standard Index) 60 64.84 Standard Deviation 17.17 20.31 Sharpe Ratio 0.22 N/A Treynor Ratio 2.80 N/A
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