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AIM Dynamics Inv (FIDYX)
On
Jan 5
:
18.53
0.11
(0.60%)
MORE ON FIDYX
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Research Reports
Risk
As of 30-Nov-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)
:
16.53%
Worst 1 Yr Total Return
(2008)
:
-47.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIDYX
Category
Alpha (against Standard Index)
-0.33
2.05
Beta (against Standard Index)
1.12
1.08
Mean Annual Return
-7.67
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
23.94
23.41
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.88
N/A
5 Years
Statistic
FIDYX
Category
Alpha (against Standard Index)
1.38
1.56
Beta (against Standard Index)
1.15
1.11
Mean Annual Return
1.17
0.29
R-squared (against Standard Index)
84
80.86
Standard Deviation
20.18
19.91
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.58
N/A
10 Years
Statistic
FIDYX
Category
Alpha (against Standard Index)
0.62
3.33
Beta (against Standard Index)
1.31
1.11
Mean Annual Return
-2.85
0.32
R-squared (against Standard Index)
63
61.70
Standard Deviation
26.62
23.38
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.41
N/A
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