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ActivePassive Global Bond A (APGLX)
On
Dec 4
:
16.00
0.18
(1.11%)
MORE ON APGLX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-0.92%
Worst 1 Yr Total Return
(2008)
:
-0.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
APGLX
Category
Alpha (against Standard Index)
N/A
-1.14
Beta (against Standard Index)
N/A
1.47
Mean Annual Return
N/A
0.58
R-squared (against Standard Index)
N/A
50.46
Standard Deviation
N/A
8.81
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
APGLX
Category
Alpha (against Standard Index)
N/A
-0.18
Beta (against Standard Index)
N/A
1.21
Mean Annual Return
N/A
0.44
R-squared (against Standard Index)
N/A
39.58
Standard Deviation
N/A
7.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
APGLX
Category
Alpha (against Standard Index)
N/A
-0.04
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
39.24
Standard Deviation
N/A
6.67
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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