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Aberdeen Global Financial Services B (GLFBX)
On
Dec 4
:
9.32
0.02
(0.22%)
MORE ON GLFBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
19.40%
Worst 1 Yr Total Return
(2008)
:
-46.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GLFBX
Category
Alpha (against Standard Index)
1.37
-5.47
Beta (against Standard Index)
1.48
1.27
Mean Annual Return
-11.73
-1.07
R-squared (against Standard Index)
86
75.55
Standard Deviation
30.95
28.60
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-9.59
N/A
5 Years
Statistic
GLFBX
Category
Alpha (against Standard Index)
1.33
-4.25
Beta (against Standard Index)
1.43
1.25
Mean Annual Return
-0.72
-0.25
R-squared (against Standard Index)
85
73.60
Standard Deviation
24.70
23.29
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.62
N/A
10 Years
Statistic
GLFBX
Category
Alpha (against Standard Index)
N/A
3.26
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.33
R-squared (against Standard Index)
N/A
52.55
Standard Deviation
N/A
19.74
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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