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Monday, December 7, 2009, 6:17PM ET - U.S. Markets Closed.
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MTB Intermediate-Term Bd Inst I (ARIFX)
On
Dec 7
:
10.52
0.01
(0.10%)
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.72%
Worst 1 Yr Total Return
(2005)
:
1.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARIFX
Category
Alpha (against Standard Index)
1.77
-1.72
Beta (against Standard Index)
0.63
1.02
Mean Annual Return
6.76
0.39
R-squared (against Standard Index)
78
59.27
Standard Deviation
2.75
5.93
Sharpe Ratio
1.43
N/A
Treynor Ratio
6.89
N/A
5 Years
Statistic
ARIFX
Category
Alpha (against Standard Index)
0.57
-1.05
Beta (against Standard Index)
0.70
0.98
Mean Annual Return
5.06
0.33
R-squared (against Standard Index)
83
61.87
Standard Deviation
2.71
4.88
Sharpe Ratio
0.70
N/A
Treynor Ratio
2.89
N/A
10 Years
Statistic
ARIFX
Category
Alpha (against Standard Index)
0.02
-0.65
Beta (against Standard Index)
0.81
0.96
Mean Annual Return
5.71
0.45
R-squared (against Standard Index)
87
71.12
Standard Deviation
3.25
4.47
Sharpe Ratio
0.81
N/A
Treynor Ratio
3.37
N/A
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