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Old Mutual Analytic A (ANAEX)

On Dec 10: 9.17   0.05 (0.55%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 2 Number of Years Down: 1 Best 1 Yr Total Return (2006): 8.32% Worst 1 Yr Total Return (2008): -33.91% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ANAEX Category Alpha (against Standard Index) -0.83 1.21 Beta (against Standard Index) -8.80 -3.35 Mean Annual Return -10.62 -0.08 R-squared (against Standard Index) 8 5.48 Standard Deviation 14.87 10.53 Sharpe Ratio -0.83 N/A Treynor Ratio 1.47 N/A 5 Years Statistic ANAEX Category Alpha (against Standard Index) 3.47 2.47 Beta (against Standard Index) -10.15 -4.10 Mean Annual Return -1.93 0.20 R-squared (against Standard Index) 12 4.85 Standard Deviation 12.46 9.26 Sharpe Ratio -0.33 N/A Treynor Ratio 0.49 N/A 10 Years Statistic ANAEX Category Alpha (against Standard Index) 2.53 2.77 Beta (against Standard Index) -8.05 -2.54 Mean Annual Return 0.06 0.35 R-squared (against Standard Index) 6 1.71 Standard Deviation 11.47 8.34 Sharpe Ratio -0.19 N/A Treynor Ratio 0.36 N/A
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