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AIM Charter B (BCHTX)
On
Dec 4
:
14.30
0.09
(0.63%)
MORE ON BCHTX
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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)
:
15.47%
Worst 1 Yr Total Return
(2008)
:
-28.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BCHTX
Category
Alpha (against Standard Index)
4.50
0.38
Beta (against Standard Index)
0.88
1.00
Mean Annual Return
-1.42
-0.41
R-squared (against Standard Index)
96
95.50
Standard Deviation
17.57
20.09
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.36
N/A
5 Years
Statistic
BCHTX
Category
Alpha (against Standard Index)
2.58
0.26
Beta (against Standard Index)
0.88
1.01
Mean Annual Return
3.39
0.16
R-squared (against Standard Index)
95
94.84
Standard Deviation
14.32
16.47
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.42
N/A
10 Years
Statistic
BCHTX
Category
Alpha (against Standard Index)
0.37
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-0.78
0.11
R-squared (against Standard Index)
86
91.16
Standard Deviation
17.29
16.35
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.75
N/A
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