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Old Mutual Analytic Z (ANDEX)

On Dec 14: 9.28   0.01 (0.11%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2005): 15.36% Worst 1 Yr Total Return (2008): -33.81% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ANDEX Category Alpha (against Standard Index) -0.64 1.21 Beta (against Standard Index) -8.78 -3.35 Mean Annual Return -10.42 -0.08 R-squared (against Standard Index) 8 5.48 Standard Deviation 14.87 10.53 Sharpe Ratio -0.82 N/A Treynor Ratio 1.45 N/A 5 Years Statistic ANDEX Category Alpha (against Standard Index) 3.61 2.47 Beta (against Standard Index) -10.12 -4.10 Mean Annual Return -1.77 0.20 R-squared (against Standard Index) 12 4.85 Standard Deviation 12.46 9.26 Sharpe Ratio -0.32 N/A Treynor Ratio 0.47 N/A 10 Years Statistic ANDEX Category Alpha (against Standard Index) 2.59 2.77 Beta (against Standard Index) -8.02 -2.54 Mean Annual Return 0.14 0.35 R-squared (against Standard Index) 6 1.71 Standard Deviation 11.46 8.34 Sharpe Ratio -0.18 N/A Treynor Ratio 0.35 N/A
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