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Aberdeen Developing Markets A (GEGAX)
On
Dec 1
:
15.97
0.43
(2.77%)
MORE ON GEGAX
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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
(2007)
:
45.50%
Worst 1 Yr Total Return
(2008)
:
-57.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GEGAX
Category
Alpha (against Standard Index)
15.24
12.35
Beta (against Standard Index)
1.36
1.29
Mean Annual Return
4.98
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
34.82
33.07
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.89
N/A
5 Years
Statistic
GEGAX
Category
Alpha (against Standard Index)
9.95
9.15
Beta (against Standard Index)
1.38
1.29
Mean Annual Return
14.86
1.44
R-squared (against Standard Index)
85
85.78
Standard Deviation
29.72
27.65
Sharpe Ratio
0.52
N/A
Treynor Ratio
8.58
N/A
10 Years
Statistic
GEGAX
Category
Alpha (against Standard Index)
N/A
9.81
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.14
R-squared (against Standard Index)
N/A
76.71
Standard Deviation
N/A
25.41
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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