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Allegiant Ultra Short Bond I (ASDIX)
On
Dec 4
:
10.09
0.00
(0.00%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.61%
Worst 1 Yr Total Return
(2004)
:
1.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ASDIX
Category
Alpha (against Standard Index)
1.40
-1.83
Beta (against Standard Index)
0.16
0.06
Mean Annual Return
4.48
0.07
R-squared (against Standard Index)
42
6.99
Standard Deviation
0.95
3.69
Sharpe Ratio
2.03
N/A
Treynor Ratio
13.15
N/A
5 Years
Statistic
ASDIX
Category
Alpha (against Standard Index)
0.49
-1.28
Beta (against Standard Index)
0.17
0.07
Mean Annual Return
3.88
0.15
R-squared (against Standard Index)
45
8.59
Standard Deviation
0.85
2.82
Sharpe Ratio
0.91
N/A
Treynor Ratio
5.09
N/A
10 Years
Statistic
ASDIX
Category
Alpha (against Standard Index)
N/A
-0.25
Beta (against Standard Index)
N/A
0.11
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
11.36
Standard Deviation
N/A
1.93
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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