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AdvisorOne Clermont N (CLERX)
On
Feb 9
:
8.70
0.06
(0.69%)
MORE ON CLERX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
23.41%
Worst 1 Yr Total Return
(2008)
:
-30.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CLERX
Category
Alpha (against Standard Index)
-3.72
-3.13
Beta (against Standard Index)
1.13
1.07
Mean Annual Return
-3.63
-0.16
R-squared (against Standard Index)
95
93.19
Standard Deviation
15.39
14.84
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-4.99
N/A
5 Years
Statistic
CLERX
Category
Alpha (against Standard Index)
-3.77
-2.55
Beta (against Standard Index)
1.11
1.06
Mean Annual Return
0.76
0.22
R-squared (against Standard Index)
94
92.18
Standard Deviation
12.27
11.90
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-1.94
N/A
10 Years
Statistic
CLERX
Category
Alpha (against Standard Index)
-4.37
-2.27
Beta (against Standard Index)
1.10
1.05
Mean Annual Return
0.42
0.25
R-squared (against Standard Index)
92
87.41
Standard Deviation
11.35
11.23
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.19
N/A
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