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MTB Income B (ARIBX)
On
Dec 7
:
9.78
0.03
(0.31%)
MORE ON ARIBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.01%
Worst 1 Yr Total Return
(2008)
:
-1.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARIBX
Category
Alpha (against Standard Index)
-1.88
-1.72
Beta (against Standard Index)
0.89
1.02
Mean Annual Return
3.92
0.39
R-squared (against Standard Index)
75
59.27
Standard Deviation
4.12
5.93
Sharpe Ratio
0.37
N/A
Treynor Ratio
1.69
N/A
5 Years
Statistic
ARIBX
Category
Alpha (against Standard Index)
-1.81
-1.05
Beta (against Standard Index)
0.91
0.98
Mean Annual Return
2.98
0.33
R-squared (against Standard Index)
80
61.87
Standard Deviation
3.65
4.88
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.05
N/A
10 Years
Statistic
ARIBX
Category
Alpha (against Standard Index)
-1.80
-0.65
Beta (against Standard Index)
0.97
0.96
Mean Annual Return
4.30
0.45
R-squared (against Standard Index)
88
71.12
Standard Deviation
3.89
4.47
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.37
N/A
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