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Absolute Strategies R (ASFAX)
On
Dec 23
:
10.53
0.00
(0.00%)
MORE ON ASFAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
6.44%
Worst 1 Yr Total Return
(2008)
:
-14.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ASFAX
Category
Alpha (against Standard Index)
7.62
1.21
Beta (against Standard Index)
-5.69
-3.35
Mean Annual Return
2.17
-0.08
R-squared (against Standard Index)
12
5.48
Standard Deviation
7.90
10.53
Sharpe Ratio
0.03
N/A
Treynor Ratio
0.02
N/A
5 Years
Statistic
ASFAX
Category
Alpha (against Standard Index)
N/A
2.47
Beta (against Standard Index)
N/A
-4.10
Mean Annual Return
N/A
0.20
R-squared (against Standard Index)
N/A
4.85
Standard Deviation
N/A
9.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
ASFAX
Category
Alpha (against Standard Index)
N/A
2.77
Beta (against Standard Index)
N/A
-2.54
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
1.71
Standard Deviation
N/A
8.34
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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