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AMF Intermediate Mortgage (ASCPX)
On
Dec 1
:
4.97
0.02
(0.40%)
MORE ON ASCPX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.66%
Worst 1 Yr Total Return
(2008)
:
-31.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ASCPX
Category
Alpha (against Standard Index)
-17.92
-0.26
Beta (against Standard Index)
0.36
0.38
Mean Annual Return
-13.58
0.30
R-squared (against Standard Index)
3
32.40
Standard Deviation
8.51
3.42
Sharpe Ratio
-2.00
N/A
Treynor Ratio
-44.76
N/A
5 Years
Statistic
ASCPX
Category
Alpha (against Standard Index)
-10.85
-0.58
Beta (against Standard Index)
0.27
0.40
Mean Annual Return
-7.31
0.27
R-squared (against Standard Index)
2
36.30
Standard Deviation
7.06
2.80
Sharpe Ratio
-1.51
N/A
Treynor Ratio
-37.75
N/A
10 Years
Statistic
ASCPX
Category
Alpha (against Standard Index)
-5.45
-0.21
Beta (against Standard Index)
0.44
0.44
Mean Annual Return
-1.24
0.35
R-squared (against Standard Index)
9
45.80
Standard Deviation
5.55
2.67
Sharpe Ratio
-0.75
N/A
Treynor Ratio
-9.68
N/A
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