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AIM Global Growth Institutional (GGAIX)
On
Dec 23
:
20.67
0.12
(0.58%)
MORE ON GGAIX
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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)
:
-38.42%
Worst 1 Yr Total Return
(2008)
:
-38.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GGAIX
Category
Alpha (against Standard Index)
-0.21
0.27
Beta (against Standard Index)
0.78
0.91
Mean Annual Return
-3.70
-0.17
R-squared (against Standard Index)
92
90.08
Standard Deviation
19.40
22.93
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.68
N/A
5 Years
Statistic
GGAIX
Category
Alpha (against Standard Index)
-0.18
-0.86
Beta (against Standard Index)
0.79
0.90
Mean Annual Return
3.94
0.41
R-squared (against Standard Index)
91
88.40
Standard Deviation
16.19
18.93
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.21
N/A
10 Years
Statistic
GGAIX
Category
Alpha (against Standard Index)
-3.08
0.53
Beta (against Standard Index)
0.91
0.92
Mean Annual Return
-1.35
0.33
R-squared (against Standard Index)
78
79.83
Standard Deviation
18.57
18.84
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.70
N/A
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