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AMF Ultra Short Mortgage (ASARX)
On
Nov 30
:
7.32
0.01
(0.14%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.88%
Worst 1 Yr Total Return
(2008)
:
-20.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ASARX
Category
Alpha (against Standard Index)
-7.89
-1.83
Beta (against Standard Index)
0.28
0.06
Mean Annual Return
-4.47
0.07
R-squared (against Standard Index)
4
6.99
Standard Deviation
5.65
3.69
Sharpe Ratio
-1.23
N/A
Treynor Ratio
-24.32
N/A
5 Years
Statistic
ASARX
Category
Alpha (against Standard Index)
-4.76
-1.28
Beta (against Standard Index)
0.19
0.07
Mean Annual Return
-1.49
0.15
R-squared (against Standard Index)
3
8.59
Standard Deviation
4.50
2.82
Sharpe Ratio
-1.01
N/A
Treynor Ratio
-23.99
N/A
10 Years
Statistic
ASARX
Category
Alpha (against Standard Index)
-2.17
-0.25
Beta (against Standard Index)
0.15
0.11
Mean Annual Return
1.21
0.25
R-squared (against Standard Index)
3
11.36
Standard Deviation
3.31
1.93
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-11.55
N/A
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