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AIM Global Core Equity C (AWSCX)
On
Dec 1
:
11.99
0.22
(1.87%)
MORE ON AWSCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.16%
Worst 1 Yr Total Return
(2008)
:
-39.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AWSCX
Category
Alpha (against Standard Index)
-4.20
-0.56
Beta (against Standard Index)
0.85
0.91
Mean Annual Return
-7.84
-0.21
R-squared (against Standard Index)
93
90.41
Standard Deviation
21.09
22.89
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-12.05
N/A
5 Years
Statistic
AWSCX
Category
Alpha (against Standard Index)
-3.60
-1.40
Beta (against Standard Index)
0.83
0.90
Mean Annual Return
1.22
0.44
R-squared (against Standard Index)
91
89.02
Standard Deviation
17.30
19.07
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.17
N/A
10 Years
Statistic
AWSCX
Category
Alpha (against Standard Index)
N/A
0.66
Beta (against Standard Index)
N/A
0.93
Mean Annual Return
N/A
0.36
R-squared (against Standard Index)
N/A
79.68
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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