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MTB Short Duration Govt Bd A (ASTTX)
On
Dec 4
:
9.93
0.02
(0.20%)
MORE ON ASTTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.79%
Worst 1 Yr Total Return
(2004)
:
1.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ASTTX
Category
Alpha (against Standard Index)
1.61
1.08
Beta (against Standard Index)
0.20
0.37
Mean Annual Return
4.89
0.41
R-squared (against Standard Index)
45
48.77
Standard Deviation
1.16
2.20
Sharpe Ratio
1.92
N/A
Treynor Ratio
12.14
N/A
5 Years
Statistic
ASTTX
Category
Alpha (against Standard Index)
0.34
-0.02
Beta (against Standard Index)
0.25
0.39
Mean Annual Return
3.88
0.31
R-squared (against Standard Index)
52
53.98
Standard Deviation
1.15
1.94
Sharpe Ratio
0.67
N/A
Treynor Ratio
3.48
N/A
10 Years
Statistic
ASTTX
Category
Alpha (against Standard Index)
0.03
-0.11
Beta (against Standard Index)
0.31
0.46
Mean Annual Return
4.04
0.36
R-squared (against Standard Index)
64
65.31
Standard Deviation
1.48
2.21
Sharpe Ratio
0.71
N/A
Treynor Ratio
3.46
N/A
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