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Aberdeen Intl Equity I/S (GIGSX)
On
Dec 24
:
12.40
0.07
(0.57%)
MORE ON GIGSX
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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)
:
32.23%
Worst 1 Yr Total Return
(2008)
:
-45.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GIGSX
Category
Alpha (against Standard Index)
5.56
0.11
Beta (against Standard Index)
1.13
1.02
Mean Annual Return
-1.77
-0.23
R-squared (against Standard Index)
94
95.97
Standard Deviation
27.90
24.84
Sharpe Ratio
0.00
N/A
Treynor Ratio
-3.57
N/A
5 Years
Statistic
GIGSX
Category
Alpha (against Standard Index)
5.70
0.08
Beta (against Standard Index)
1.16
1.01
Mean Annual Return
9.82
0.51
R-squared (against Standard Index)
93
95.66
Standard Deviation
23.56
20.38
Sharpe Ratio
0.40
N/A
Treynor Ratio
5.91
N/A
10 Years
Statistic
GIGSX
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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