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AdvisorOne Amerigo C (CLCCX)
On
Dec 2
:
11.02
0.04
(0.36%)
MORE ON CLCCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
12.63%
Worst 1 Yr Total Return
(2008)
:
-43.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CLCCX
Category
Alpha (against Standard Index)
3.14
0.38
Beta (against Standard Index)
1.13
1.00
Mean Annual Return
-5.72
-0.41
R-squared (against Standard Index)
92
95.50
Standard Deviation
23.02
20.09
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.21
N/A
5 Years
Statistic
CLCCX
Category
Alpha (against Standard Index)
1.60
0.26
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
1.25
0.16
R-squared (against Standard Index)
91
94.84
Standard Deviation
18.78
16.47
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.57
N/A
10 Years
Statistic
CLCCX
Category
Alpha (against Standard Index)
1.74
0.84
Beta (against Standard Index)
1.03
0.97
Mean Annual Return
0.36
0.11
R-squared (against Standard Index)
83
91.16
Standard Deviation
18.12
16.35
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.55
N/A
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