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Aston/River Road Dividend All Cap Val N (ARDEX)
On
Dec 1
:
9.10
0.09
(1.00%)
MORE ON ARDEX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
25.51%
Worst 1 Yr Total Return
(2008)
:
-28.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARDEX
Category
Alpha (against Standard Index)
-0.73
2.32
Beta (against Standard Index)
0.77
1.15
Mean Annual Return
-5.40
-0.35
R-squared (against Standard Index)
93
90.18
Standard Deviation
15.68
23.68
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.11
N/A
5 Years
Statistic
ARDEX
Category
Alpha (against Standard Index)
N/A
2.22
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.30
R-squared (against Standard Index)
N/A
89.12
Standard Deviation
N/A
19.61
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
ARDEX
Category
Alpha (against Standard Index)
N/A
7.83
Beta (against Standard Index)
N/A
0.94
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.23
Standard Deviation
N/A
17.96
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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