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Absolute Strategies I (ASFIX)
On
Nov 30
:
10.49
0.00
(0.00%)
MORE ON ASFIX
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Risk
As of 31-Oct-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)
:
6.81%
Worst 1 Yr Total Return
(2008)
:
-13.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ASFIX
Category
Alpha (against Standard Index)
7.95
0.85
Beta (against Standard Index)
-5.64
-3.54
Mean Annual Return
2.73
-0.11
R-squared (against Standard Index)
12
5.70
Standard Deviation
7.90
10.82
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.06
N/A
5 Years
Statistic
ASFIX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
-4.26
Mean Annual Return
N/A
0.22
R-squared (against Standard Index)
N/A
5.13
Standard Deviation
N/A
9.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
ASFIX
Category
Alpha (against Standard Index)
N/A
2.70
Beta (against Standard Index)
N/A
-2.55
Mean Annual Return
N/A
0.34
R-squared (against Standard Index)
N/A
1.73
Standard Deviation
N/A
8.43
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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