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Auxier Focus Inv (AUXFX)
On
Nov 30
:
14.11
0.02
(0.14%)
MORE ON AUXFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.75%
Worst 1 Yr Total Return
(2008)
:
-24.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AUXFX
Category
Alpha (against Standard Index)
-0.77
-2.88
Beta (against Standard Index)
1.02
1.08
Mean Annual Return
-0.45
-0.13
R-squared (against Standard Index)
88
93.44
Standard Deviation
14.30
14.69
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-2.81
N/A
5 Years
Statistic
AUXFX
Category
Alpha (against Standard Index)
-0.89
-2.47
Beta (against Standard Index)
1.02
1.06
Mean Annual Return
3.67
0.23
R-squared (against Standard Index)
87
92.52
Standard Deviation
11.76
11.89
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.63
N/A
10 Years
Statistic
AUXFX
Category
Alpha (against Standard Index)
0.62
-2.17
Beta (against Standard Index)
0.96
1.05
Mean Annual Return
5.23
0.26
R-squared (against Standard Index)
77
86.72
Standard Deviation
10.88
11.31
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.34
N/A
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