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Aberdeen Intl Equity A (GIGAX)
On
Jan 6
:
12.56
0.03
(0.24%)
MORE ON GIGAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
31.94%
Worst 1 Yr Total Return
(2008)
:
-46.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GIGAX
Category
Alpha (against Standard Index)
5.26
0.11
Beta (against Standard Index)
1.13
1.02
Mean Annual Return
-2.08
-0.23
R-squared (against Standard Index)
94
95.97
Standard Deviation
27.93
24.84
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.84
N/A
5 Years
Statistic
GIGAX
Category
Alpha (against Standard Index)
5.42
0.08
Beta (against Standard Index)
1.16
1.01
Mean Annual Return
9.50
0.51
R-squared (against Standard Index)
93
95.66
Standard Deviation
23.57
20.38
Sharpe Ratio
0.38
N/A
Treynor Ratio
5.64
N/A
10 Years
Statistic
GIGAX
Category
Alpha (against Standard Index)
N/A
-0.14
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
92.61
Standard Deviation
N/A
18.91
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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