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Ibbotson Growth ETF Asset Allocation II (GETFX)
On
Jan 5
:
8.69
0.03
(0.35%)
MORE ON GETFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-31.61%
Worst 1 Yr Total Return
(2008)
:
-31.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GETFX
Category
Alpha (against Standard Index)
N/A
0.06
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
-0.33
R-squared (against Standard Index)
N/A
95.82
Standard Deviation
N/A
20.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
GETFX
Category
Alpha (against Standard Index)
N/A
0.04
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.17
R-squared (against Standard Index)
N/A
95.19
Standard Deviation
N/A
16.64
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
GETFX
Category
Alpha (against Standard Index)
N/A
0.81
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
91.13
Standard Deviation
N/A
16.39
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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