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AMF Ultra Short (AULTX)
On
Nov 27
:
5.54
0.01
(0.18%)
MORE ON AULTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.99%
Worst 1 Yr Total Return
(2008)
:
-32.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AULTX
Category
Alpha (against Standard Index)
-15.06
-1.83
Beta (against Standard Index)
0.17
0.06
Mean Annual Return
-11.78
0.07
R-squared (against Standard Index)
1
6.99
Standard Deviation
9.71
3.69
Sharpe Ratio
-1.51
N/A
Treynor Ratio
-82.36
N/A
5 Years
Statistic
AULTX
Category
Alpha (against Standard Index)
-8.92
-1.28
Beta (against Standard Index)
0.06
0.07
Mean Annual Return
-5.96
0.15
R-squared (against Standard Index)
0
8.59
Standard Deviation
7.81
2.82
Sharpe Ratio
-1.16
N/A
Treynor Ratio
-161.85
N/A
10 Years
Statistic
AULTX
Category
Alpha (against Standard Index)
N/A
-0.25
Beta (against Standard Index)
N/A
0.11
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
11.36
Standard Deviation
N/A
1.93
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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