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Accessor Value Inv (AVUIX)
On
Dec 7
:
16.19
0.01
(0.06%)
MORE ON AVUIX
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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)
:
15.88%
Worst 1 Yr Total Return
(2008)
:
-39.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AVUIX
Category
Alpha (against Standard Index)
-3.54
-1.05
Beta (against Standard Index)
1.12
1.02
Mean Annual Return
-11.57
-0.55
R-squared (against Standard Index)
96
94.27
Standard Deviation
22.20
20.65
Sharpe Ratio
-0.55
N/A
Treynor Ratio
-12.56
N/A
5 Years
Statistic
AVUIX
Category
Alpha (against Standard Index)
-2.15
0.04
Beta (against Standard Index)
1.11
1.02
Mean Annual Return
-2.30
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
18.04
16.85
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.81
N/A
10 Years
Statistic
AVUIX
Category
Alpha (against Standard Index)
-0.35
2.54
Beta (against Standard Index)
1.00
0.88
Mean Annual Return
-1.47
0.27
R-squared (against Standard Index)
88
80.76
Standard Deviation
17.17
15.89
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.44
N/A
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