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AIM European Small Company B (ESMBX)
On
Dec 4
:
9.55
0.07
(0.73%)
MORE ON ESMBX
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Research Reports
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)
:
46.98%
Worst 1 Yr Total Return
(2008)
:
-53.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ESMBX
Category
Alpha (against Standard Index)
1.53
0.68
Beta (against Standard Index)
1.10
1.08
Mean Annual Return
-5.51
-0.18
R-squared (against Standard Index)
85
91.71
Standard Deviation
28.59
27.25
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-7.22
N/A
5 Years
Statistic
ESMBX
Category
Alpha (against Standard Index)
6.76
1.34
Beta (against Standard Index)
1.13
1.08
Mean Annual Return
11.67
0.72
R-squared (against Standard Index)
82
89.99
Standard Deviation
24.80
22.87
Sharpe Ratio
0.46
N/A
Treynor Ratio
7.62
N/A
10 Years
Statistic
ESMBX
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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