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    MTB Strategic Allocation A (ARBAX)

    11.02 Down 0.05(0.45%) May 29

    Risk as of May 30, 2010Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up12
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 1998):24.61%
    Worst 1 Yr Total Return(Dec 30, 2008):-22.67%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticARBAXCategory
    Alpha (against Standard Index)-1.311.08
    Beta (against Standard Index)0.941.00
    Mean Annual Return-0.150.80
    R-squared (against Standard Index)95.3690.81
    Standard Deviation13.136.64
    Sharpe Ratio-0.241.45
    Treynor Ratio-4.279.73
    5 Years
    StatisticARBAXCategory
    Alpha (against Standard Index)-1.970.13
    Beta (against Standard Index)0.941.05
    Mean Annual Return0.220.74
    R-squared (against Standard Index)93.1894.42
    Standard Deviation10.809.03
    Sharpe Ratio0.000.99
    Treynor Ratio-0.688.49
    10 Years
    StatisticARBAXCategory
    Alpha (against Standard Index)-4.10-0.86
    Beta (against Standard Index)1.061.07
    Mean Annual Return0.080.57
    R-squared (against Standard Index)90.0993.62
    Standard Deviation11.1510.62
    Sharpe Ratio-0.150.51
    Treynor Ratio-2.154.77