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Accessor Mortgage Securities Inv (AMSIX)

On Dec 3: 13.03   0.02 (0.15%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2007): 5.78% Worst 1 Yr Total Return (2008): 0.67% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic AMSIX Category Alpha (against Standard Index) 0.76 1.08 Beta (against Standard Index) 0.63 0.37 Mean Annual Return 5.66 0.41 R-squared (against Standard Index) 56 48.77 Standard Deviation 3.31 2.20 Sharpe Ratio 0.92 N/A Treynor Ratio 5.17 N/A 5 Years Statistic AMSIX Category Alpha (against Standard Index) -0.02 -0.02 Beta (against Standard Index) 0.66 0.39 Mean Annual Return 4.33 0.31 R-squared (against Standard Index) 64 53.98 Standard Deviation 2.90 1.94 Sharpe Ratio 0.43 N/A Treynor Ratio 1.99 N/A 10 Years Statistic AMSIX Category Alpha (against Standard Index) -0.10 -0.11 Beta (against Standard Index) 0.67 0.46 Mean Annual Return 5.09 0.36 R-squared (against Standard Index) 74 65.31 Standard Deviation 2.92 2.21 Sharpe Ratio 0.71 N/A Treynor Ratio 3.18 N/A
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