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Alpine Ultra Short Tax Optimized Inc (ATOIX)
On
Nov 30
:
10.05
0.01
(0.10%)
MORE ON ATOIX
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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)
:
4.15%
Worst 1 Yr Total Return
(2004)
:
1.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ATOIX
Category
Alpha (against Standard Index)
1.29
-0.01
Beta (against Standard Index)
0.02
0.35
Mean Annual Return
3.79
0.25
R-squared (against Standard Index)
5
65.69
Standard Deviation
0.41
2.57
Sharpe Ratio
2.00
N/A
Treynor Ratio
56.63
N/A
5 Years
Statistic
ATOIX
Category
Alpha (against Standard Index)
0.33
-0.79
Beta (against Standard Index)
0.04
0.35
Mean Annual Return
3.41
0.22
R-squared (against Standard Index)
7
62.89
Standard Deviation
0.50
2.15
Sharpe Ratio
0.55
N/A
Treynor Ratio
10.38
N/A
10 Years
Statistic
ATOIX
Category
Alpha (against Standard Index)
N/A
-0.56
Beta (against Standard Index)
N/A
0.40
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
72.98
Standard Deviation
N/A
2.13
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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