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Aston Growth N (CHTIX)
On
Nov 30
:
13.42
0.04
(0.30%)
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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)
:
5.50%
Worst 1 Yr Total Return
(2008)
:
-32.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CHTIX
Category
Alpha (against Standard Index)
1.38
2.45
Beta (against Standard Index)
0.91
1.00
Mean Annual Return
-4.96
-0.24
R-squared (against Standard Index)
90
88.47
Standard Deviation
18.80
20.84
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.07
N/A
5 Years
Statistic
CHTIX
Category
Alpha (against Standard Index)
-1.63
0.94
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
-1.11
0.21
R-squared (against Standard Index)
88
86.37
Standard Deviation
15.55
17.46
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.51
N/A
10 Years
Statistic
CHTIX
Category
Alpha (against Standard Index)
-0.32
0.18
Beta (against Standard Index)
0.94
1.04
Mean Annual Return
-1.09
0.04
R-squared (against Standard Index)
88
78.62
Standard Deviation
16.02
19.22
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.34
N/A
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