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AIM Energy Inv (FSTEX)
On
Dec 7
:
33.31
0.10
(0.30%)
MORE ON FSTEX
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Research Reports
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
(2005)
:
53.96%
Worst 1 Yr Total Return
(2008)
:
-43.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSTEX
Category
Alpha (against Standard Index)
15.60
12.65
Beta (against Standard Index)
1.11
1.24
Mean Annual Return
4.61
0.45
R-squared (against Standard Index)
48
51.33
Standard Deviation
31.07
34.18
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.98
N/A
5 Years
Statistic
FSTEX
Category
Alpha (against Standard Index)
15.86
13.19
Beta (against Standard Index)
1.11
1.23
Mean Annual Return
14.18
1.21
R-squared (against Standard Index)
39
42.80
Standard Deviation
28.09
30.15
Sharpe Ratio
0.51
N/A
Treynor Ratio
10.05
N/A
10 Years
Statistic
FSTEX
Category
Alpha (against Standard Index)
17.27
15.54
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
15.17
1.32
R-squared (against Standard Index)
30
34.15
Standard Deviation
26.97
28.10
Sharpe Ratio
0.55
N/A
Treynor Ratio
13.16
N/A
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