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Aberdeen Tech & Communications B (GBGTX)
On
Dec 30
:
2.91
0.01
(0.34%)
MORE ON GBGTX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
18.55%
Worst 1 Yr Total Return
(2008)
:
-49.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GBGTX
Category
Alpha (against Standard Index)
2.42
6.38
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
-5.31
0.14
R-squared (against Standard Index)
78
78.37
Standard Deviation
25.01
25.34
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.80
N/A
5 Years
Statistic
GBGTX
Category
Alpha (against Standard Index)
-0.13
3.18
Beta (against Standard Index)
1.18
1.18
Mean Annual Return
-0.74
0.42
R-squared (against Standard Index)
73
73.49
Standard Deviation
21.97
22.16
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.17
N/A
10 Years
Statistic
GBGTX
Category
Alpha (against Standard Index)
N/A
0.36
Beta (against Standard Index)
N/A
1.54
Mean Annual Return
N/A
0.00
R-squared (against Standard Index)
N/A
58.28
Standard Deviation
N/A
32.85
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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