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ASTON/TAMRO Diversified Equity I (ATDEX)

18.65 Down 0.03(0.16%) Aug 27

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up1
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):29.43%
Worst 1 Yr Total Return(Dec 30, 2013):29.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-5.58-3.54
Beta (against Standard Index)1.161.10
Mean Annual Return1.111.21
R-squared (against Standard Index)93.6488.42
Standard Deviation14.5614.30
Sharpe Ratio0.911.02
Treynor Ratio11.2213.11
5 Years
Alpha (against Standard Index)-2.78-1.86
Beta (against Standard Index)1.101.07
Mean Annual Return1.281.31
R-squared (against Standard Index)90.0989.97
Standard Deviation15.3014.83
Sharpe Ratio1.001.06
Treynor Ratio13.7014.66
10 Years
Alpha (against Standard Index)0.060.22
Beta (against Standard Index)1.021.03
Mean Annual Return0.750.77
R-squared (against Standard Index)91.5287.52
Standard Deviation15.6016.20
Sharpe Ratio0.480.47
Treynor Ratio6.356.46