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Aston/Optimum Mid Cap N (CHTTX)
On
Nov 30
:
23.52
0.07
(0.30%)
MORE ON CHTTX
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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)
:
20.92%
Worst 1 Yr Total Return
(2008)
:
-42.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CHTTX
Category
Alpha (against Standard Index)
11.06
2.78
Beta (against Standard Index)
1.30
1.14
Mean Annual Return
-0.31
-0.31
R-squared (against Standard Index)
88
88.48
Standard Deviation
27.08
23.83
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.10
N/A
5 Years
Statistic
CHTTX
Category
Alpha (against Standard Index)
5.90
2.11
Beta (against Standard Index)
1.29
1.17
Mean Annual Return
4.66
0.29
R-squared (against Standard Index)
84
86.78
Standard Deviation
22.41
20.06
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.27
N/A
10 Years
Statistic
CHTTX
Category
Alpha (against Standard Index)
12.53
6.25
Beta (against Standard Index)
1.20
1.05
Mean Annual Return
10.40
0.54
R-squared (against Standard Index)
77
72.80
Standard Deviation
21.99
19.97
Sharpe Ratio
0.43
N/A
Treynor Ratio
6.19
N/A
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