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MTB Small-Cap Growth B (ASEBX)
On
Dec 24
:
11.97
0.05
(0.42%)
MORE ON ASEBX
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Research Reports
Risk
As of 30-Nov-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
(2006)
:
19.82%
Worst 1 Yr Total Return
(2008)
:
-45.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ASEBX
Category
Alpha (against Standard Index)
-1.04
0.16
Beta (against Standard Index)
1.16
1.12
Mean Annual Return
-8.77
-0.38
R-squared (against Standard Index)
85
84.86
Standard Deviation
24.97
24.29
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.52
N/A
5 Years
Statistic
ASEBX
Category
Alpha (against Standard Index)
0.04
-0.01
Beta (against Standard Index)
1.23
1.17
Mean Annual Return
-0.70
0.16
R-squared (against Standard Index)
78
80.32
Standard Deviation
22.42
20.99
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-3.00
N/A
10 Years
Statistic
ASEBX
Category
Alpha (against Standard Index)
3.92
4.06
Beta (against Standard Index)
1.06
1.16
Mean Annual Return
1.12
0.37
R-squared (against Standard Index)
41
57.27
Standard Deviation
26.59
25.21
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.71
N/A
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