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Ameristock (AMSTX)
On
Dec 4
:
32.70
0.22
(0.68%)
MORE ON AMSTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
17.95%
Worst 1 Yr Total Return
(2008)
:
-34.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMSTX
Category
Alpha (against Standard Index)
-0.27
-1.05
Beta (against Standard Index)
0.92
1.02
Mean Annual Return
-6.51
-0.55
R-squared (against Standard Index)
93
94.27
Standard Deviation
18.65
20.65
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-9.70
N/A
5 Years
Statistic
AMSTX
Category
Alpha (against Standard Index)
-1.36
0.04
Beta (against Standard Index)
0.90
1.02
Mean Annual Return
-0.73
0.14
R-squared (against Standard Index)
91
93.13
Standard Deviation
15.03
16.85
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.16
N/A
10 Years
Statistic
AMSTX
Category
Alpha (against Standard Index)
1.56
2.54
Beta (against Standard Index)
0.80
0.88
Mean Annual Return
1.26
0.27
R-squared (against Standard Index)
71
80.76
Standard Deviation
15.32
15.89
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.13
N/A
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