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COUNTRY Bond A (CTLAX)
On
Dec 18
:
10.74
0.01
(0.09%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.66%
Worst 1 Yr Total Return
(2005)
:
2.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CTLAX
Category
Alpha (against Standard Index)
1.03
-1.73
Beta (against Standard Index)
0.84
1.02
Mean Annual Return
6.82
0.39
R-squared (against Standard Index)
91
59.65
Standard Deviation
3.49
5.93
Sharpe Ratio
1.21
N/A
Treynor Ratio
5.42
N/A
5 Years
Statistic
CTLAX
Category
Alpha (against Standard Index)
0.31
-1.13
Beta (against Standard Index)
0.86
0.98
Mean Annual Return
5.46
0.35
R-squared (against Standard Index)
92
61.85
Standard Deviation
3.14
4.90
Sharpe Ratio
0.74
N/A
Treynor Ratio
2.88
N/A
10 Years
Statistic
CTLAX
Category
Alpha (against Standard Index)
0.10
-0.67
Beta (against Standard Index)
0.92
0.96
Mean Annual Return
6.25
0.46
R-squared (against Standard Index)
95
70.95
Standard Deviation
3.53
4.48
Sharpe Ratio
0.91
N/A
Treynor Ratio
3.64
N/A
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