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Aston/Veredus Aggressive Growth I (AVEIX)
On
Dec 3
:
10.14
0.08
(0.78%)
MORE ON AVEIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
21.07%
Worst 1 Yr Total Return
(2008)
:
-45.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AVEIX
Category
Alpha (against Standard Index)
1.44
1.71
Beta (against Standard Index)
1.29
1.15
Mean Annual Return
-9.70
-0.40
R-squared (against Standard Index)
80
85.55
Standard Deviation
28.24
24.28
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-9.36
N/A
5 Years
Statistic
AVEIX
Category
Alpha (against Standard Index)
-1.42
1.12
Beta (against Standard Index)
1.36
1.19
Mean Annual Return
-3.43
0.21
R-squared (against Standard Index)
73
81.02
Standard Deviation
25.15
21.15
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.75
N/A
10 Years
Statistic
AVEIX
Category
Alpha (against Standard Index)
3.98
5.25
Beta (against Standard Index)
1.08
1.18
Mean Annual Return
0.79
0.43
R-squared (against Standard Index)
44
56.73
Standard Deviation
26.11
25.52
Sharpe Ratio
0.05
N/A
Treynor Ratio
-2.02
N/A
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