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AIM Constellation I (CSITX)
On
Dec 24
:
22.51
0.11
(0.49%)
MORE ON CSITX
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Research Reports
Risk
As of 30-Nov-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
(2007)
:
12.53%
Worst 1 Yr Total Return
(2008)
:
-42.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSITX
Category
Alpha (against Standard Index)
-3.54
2.20
Beta (against Standard Index)
0.92
0.99
Mean Annual Return
-8.66
-0.14
R-squared (against Standard Index)
86
88.76
Standard Deviation
19.77
21.04
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-11.84
N/A
5 Years
Statistic
CSITX
Category
Alpha (against Standard Index)
-2.63
0.80
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
-1.98
0.24
R-squared (against Standard Index)
84
86.59
Standard Deviation
16.70
17.50
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.20
N/A
10 Years
Statistic
CSITX
Category
Alpha (against Standard Index)
-1.28
-0.13
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
-2.87
0.05
R-squared (against Standard Index)
73
78.99
Standard Deviation
20.73
19.17
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.29
N/A
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