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Accessor Value C (AVCVX)
On
Dec 2
:
16.17
0.03
(0.19%)
MORE ON AVCVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.31%
Worst 1 Yr Total Return
(2008)
:
-39.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AVCVX
Category
Alpha (against Standard Index)
-4.06
-1.05
Beta (against Standard Index)
1.11
1.02
Mean Annual Return
-12.03
-0.55
R-squared (against Standard Index)
96
94.27
Standard Deviation
22.18
20.65
Sharpe Ratio
-0.57
N/A
Treynor Ratio
-12.97
N/A
5 Years
Statistic
AVCVX
Category
Alpha (against Standard Index)
-2.69
0.04
Beta (against Standard Index)
1.11
1.02
Mean Annual Return
-2.84
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
18.03
16.85
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.29
N/A
10 Years
Statistic
AVCVX
Category
Alpha (against Standard Index)
-0.90
2.54
Beta (against Standard Index)
1.00
0.88
Mean Annual Return
-2.01
0.27
R-squared (against Standard Index)
88
80.76
Standard Deviation
17.18
15.89
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.98
N/A
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