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AMF US Government Mortgage (ASMTX)
On
Dec 3
:
8.89
0.01
(0.11%)
MORE ON ASMTX
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Research Reports
Risk
As of 31-Oct-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
(2007)
:
6.45%
Worst 1 Yr Total Return
(2008)
:
-6.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ASMTX
Category
Alpha (against Standard Index)
-4.98
0.17
Beta (against Standard Index)
0.74
0.75
Mean Annual Return
0.14
0.45
R-squared (against Standard Index)
37
63.33
Standard Deviation
5.00
3.92
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-3.08
N/A
5 Years
Statistic
ASMTX
Category
Alpha (against Standard Index)
-3.07
-0.28
Beta (against Standard Index)
0.70
0.77
Mean Annual Return
1.26
0.36
R-squared (against Standard Index)
41
69.10
Standard Deviation
4.10
3.41
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-2.51
N/A
10 Years
Statistic
ASMTX
Category
Alpha (against Standard Index)
-1.68
-0.49
Beta (against Standard Index)
0.71
0.85
Mean Annual Return
3.57
0.44
R-squared (against Standard Index)
58
77.74
Standard Deviation
3.62
3.68
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.85
N/A
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