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Aston/TCH Fixed Income N (CHTBX)
On
Dec 2
:
10.06
0.00
(0.00%)
MORE ON CHTBX
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Research Reports
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)
:
6.37%
Worst 1 Yr Total Return
(2008)
:
-1.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CHTBX
Category
Alpha (against Standard Index)
0.43
-1.72
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
6.86
0.39
R-squared (against Standard Index)
51
59.27
Standard Deviation
5.86
5.93
Sharpe Ratio
0.74
N/A
Treynor Ratio
4.28
N/A
5 Years
Statistic
CHTBX
Category
Alpha (against Standard Index)
0.01
-1.05
Beta (against Standard Index)
1.02
0.98
Mean Annual Return
5.05
0.33
R-squared (against Standard Index)
57
61.87
Standard Deviation
4.87
4.88
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.99
N/A
10 Years
Statistic
CHTBX
Category
Alpha (against Standard Index)
-0.38
-0.65
Beta (against Standard Index)
0.98
0.96
Mean Annual Return
5.80
0.45
R-squared (against Standard Index)
71
71.12
Standard Deviation
4.36
4.47
Sharpe Ratio
0.64
N/A
Treynor Ratio
2.90
N/A
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