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AIM European Small Company A (ESMAX)
On
Nov 27
:
9.97
0.26
(2.54%)
MORE ON ESMAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
48.07%
Worst 1 Yr Total Return
(2008)
:
-52.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ESMAX
Category
Alpha (against Standard Index)
2.26
0.68
Beta (against Standard Index)
1.10
1.08
Mean Annual Return
-4.81
-0.18
R-squared (against Standard Index)
84
91.71
Standard Deviation
28.60
27.25
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-6.58
N/A
5 Years
Statistic
ESMAX
Category
Alpha (against Standard Index)
7.51
1.34
Beta (against Standard Index)
1.14
1.08
Mean Annual Return
12.50
0.72
R-squared (against Standard Index)
82
89.99
Standard Deviation
24.81
22.87
Sharpe Ratio
0.49
N/A
Treynor Ratio
8.35
N/A
10 Years
Statistic
ESMAX
Category
Alpha (against Standard Index)
N/A
5.43
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.76
R-squared (against Standard Index)
N/A
77.72
Standard Deviation
N/A
22.13
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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