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MTB Balanced Instl I (ARGIX)
On
Dec 1
:
13.12
0.06
(0.46%)
MORE ON ARGIX
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Research Reports
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)
:
9.91%
Worst 1 Yr Total Return
(2008)
:
-22.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARGIX
Category
Alpha (against Standard Index)
-1.65
-2.88
Beta (against Standard Index)
0.94
1.08
Mean Annual Return
-1.03
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
12.71
14.69
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-3.66
N/A
5 Years
Statistic
ARGIX
Category
Alpha (against Standard Index)
-2.43
-2.47
Beta (against Standard Index)
0.95
1.06
Mean Annual Return
2.06
0.23
R-squared (against Standard Index)
92
92.52
Standard Deviation
10.60
11.89
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.02
N/A
10 Years
Statistic
ARGIX
Category
Alpha (against Standard Index)
-3.48
-2.17
Beta (against Standard Index)
1.08
1.05
Mean Annual Return
1.20
0.26
R-squared (against Standard Index)
87
86.72
Standard Deviation
11.44
11.31
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-1.64
N/A
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