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AIM Constellation B (CSTBX)
On
Nov 30
:
17.71
0.02
(0.11%)
MORE ON CSTBX
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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
(2007)
:
11.16%
Worst 1 Yr Total Return
(2008)
:
-43.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSTBX
Category
Alpha (against Standard Index)
-4.51
2.45
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
-10.64
-0.24
R-squared (against Standard Index)
86
88.47
Standard Deviation
19.53
20.84
Sharpe Ratio
-0.60
N/A
Treynor Ratio
-14.14
N/A
5 Years
Statistic
CSTBX
Category
Alpha (against Standard Index)
-3.63
0.94
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
-3.32
0.21
R-squared (against Standard Index)
84
86.37
Standard Deviation
16.66
17.46
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-6.62
N/A
10 Years
Statistic
CSTBX
Category
Alpha (against Standard Index)
-1.70
0.18
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
-3.74
0.04
R-squared (against Standard Index)
72
78.62
Standard Deviation
20.84
19.22
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.09
N/A
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