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Autopilot Managed Growth Inv (AUTOX)
On
Dec 18
:
7.85
0.01
(0.13%)
MORE ON AUTOX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
22.12%
Worst 1 Yr Total Return
(2008)
:
-17.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AUTOX
Category
Alpha (against Standard Index)
5.42
1.21
Beta (against Standard Index)
-6.97
-3.35
Mean Annual Return
-1.86
-0.08
R-squared (against Standard Index)
12
5.48
Standard Deviation
9.64
10.53
Sharpe Ratio
-0.39
N/A
Treynor Ratio
0.59
N/A
5 Years
Statistic
AUTOX
Category
Alpha (against Standard Index)
N/A
2.47
Beta (against Standard Index)
N/A
-4.10
Mean Annual Return
N/A
0.20
R-squared (against Standard Index)
N/A
4.85
Standard Deviation
N/A
9.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
AUTOX
Category
Alpha (against Standard Index)
N/A
2.77
Beta (against Standard Index)
N/A
-2.54
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
1.71
Standard Deviation
N/A
8.34
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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