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Aston/TAMRO Small Cap N (ATASX)
On
Dec 1
:
15.33
0.26
(1.73%)
MORE ON ATASX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
27.84%
Worst 1 Yr Total Return
(2008)
:
-33.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ATASX
Category
Alpha (against Standard Index)
2.55
1.01
Beta (against Standard Index)
1.09
1.19
Mean Annual Return
-6.07
-0.48
R-squared (against Standard Index)
80
87.23
Standard Deviation
23.60
24.84
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.81
N/A
5 Years
Statistic
ATASX
Category
Alpha (against Standard Index)
3.37
1.42
Beta (against Standard Index)
1.14
1.21
Mean Annual Return
2.69
0.23
R-squared (against Standard Index)
77
84.16
Standard Deviation
20.63
21.07
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.29
N/A
10 Years
Statistic
ATASX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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