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MTB Balanced A (ARBAX)
On
Dec 8
:
13.00
0.07
(0.54%)
MORE ON ARBAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.84%
Worst 1 Yr Total Return
(2008)
:
-22.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARBAX
Category
Alpha (against Standard Index)
-1.76
-2.88
Beta (against Standard Index)
0.94
1.08
Mean Annual Return
-1.15
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
12.72
14.69
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-3.79
N/A
5 Years
Statistic
ARBAX
Category
Alpha (against Standard Index)
-2.56
-2.47
Beta (against Standard Index)
0.95
1.06
Mean Annual Return
1.92
0.23
R-squared (against Standard Index)
92
92.52
Standard Deviation
10.63
11.89
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-1.16
N/A
10 Years
Statistic
ARBAX
Category
Alpha (against Standard Index)
-3.62
-2.17
Beta (against Standard Index)
1.08
1.05
Mean Annual Return
1.06
0.26
R-squared (against Standard Index)
87
86.72
Standard Deviation
11.45
11.31
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-1.77
N/A
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