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AdvisorOne Clermont N (CLERX)
On
Dec 1
:
9.04
0.05
(0.56%)
MORE ON CLERX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.37%
Worst 1 Yr Total Return
(2008)
:
-30.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CLERX
Category
Alpha (against Standard Index)
-3.57
-2.88
Beta (against Standard Index)
1.13
1.08
Mean Annual Return
-3.46
-0.13
R-squared (against Standard Index)
94
93.44
Standard Deviation
15.26
14.69
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-5.21
N/A
5 Years
Statistic
CLERX
Category
Alpha (against Standard Index)
-3.92
-2.47
Beta (against Standard Index)
1.10
1.06
Mean Annual Return
0.70
0.23
R-squared (against Standard Index)
94
92.52
Standard Deviation
12.22
11.89
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-2.11
N/A
10 Years
Statistic
CLERX
Category
Alpha (against Standard Index)
-4.06
-2.17
Beta (against Standard Index)
1.11
1.05
Mean Annual Return
0.67
0.26
R-squared (against Standard Index)
92
86.72
Standard Deviation
11.44
11.31
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-2.08
N/A
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