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Aston Balanced N (CHTAX)
On
Dec 1
:
5.80
0.03
(0.52%)
MORE ON CHTAX
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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
(2004)
:
5.12%
Worst 1 Yr Total Return
(2008)
:
-22.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CHTAX
Category
Alpha (against Standard Index)
-1.61
-2.88
Beta (against Standard Index)
0.95
1.08
Mean Annual Return
-1.07
-0.13
R-squared (against Standard Index)
89
93.44
Standard Deviation
13.23
14.69
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-3.67
N/A
5 Years
Statistic
CHTAX
Category
Alpha (against Standard Index)
-3.38
-2.47
Beta (against Standard Index)
0.93
1.06
Mean Annual Return
1.03
0.23
R-squared (against Standard Index)
84
92.52
Standard Deviation
10.86
11.89
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-2.15
N/A
10 Years
Statistic
CHTAX
Category
Alpha (against Standard Index)
-3.10
-2.17
Beta (against Standard Index)
0.97
1.05
Mean Annual Return
1.45
0.26
R-squared (against Standard Index)
83
86.72
Standard Deviation
10.55
11.31
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-1.56
N/A
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