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AdvisorOne Amerigo N (CLSAX)
On
Nov 30
:
11.36
0.05
(0.44%)
MORE ON CLSAX
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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)
:
13.77%
Worst 1 Yr Total Return
(2008)
:
-42.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CLSAX
Category
Alpha (against Standard Index)
4.15
0.38
Beta (against Standard Index)
1.13
1.00
Mean Annual Return
-4.77
-0.41
R-squared (against Standard Index)
92
95.50
Standard Deviation
23.02
20.09
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.36
N/A
5 Years
Statistic
CLSAX
Category
Alpha (against Standard Index)
2.59
0.26
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
2.25
0.16
R-squared (against Standard Index)
91
94.84
Standard Deviation
18.79
16.47
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.68
N/A
10 Years
Statistic
CLSAX
Category
Alpha (against Standard Index)
2.59
0.84
Beta (against Standard Index)
1.03
0.97
Mean Annual Return
1.21
0.11
R-squared (against Standard Index)
83
91.16
Standard Deviation
18.14
16.35
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.71
N/A
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