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MTB US Government Bd B (AUSBX)
On
Dec 1
:
9.77
0.03
(0.31%)
MORE ON AUSBX
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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
(2008)
:
6.44%
Worst 1 Yr Total Return
(2005)
:
0.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AUSBX
Category
Alpha (against Standard Index)
-0.37
-1.72
Beta (against Standard Index)
0.74
1.02
Mean Annual Return
4.91
0.39
R-squared (against Standard Index)
71
59.27
Standard Deviation
3.51
5.93
Sharpe Ratio
0.69
N/A
Treynor Ratio
3.39
N/A
5 Years
Statistic
AUSBX
Category
Alpha (against Standard Index)
-1.07
-1.05
Beta (against Standard Index)
0.80
0.98
Mean Annual Return
3.54
0.33
R-squared (against Standard Index)
78
61.87
Standard Deviation
3.28
4.88
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.64
N/A
10 Years
Statistic
AUSBX
Category
Alpha (against Standard Index)
-1.13
-0.65
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
4.72
0.45
R-squared (against Standard Index)
87
71.12
Standard Deviation
3.58
4.47
Sharpe Ratio
0.49
N/A
Treynor Ratio
1.99
N/A
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