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Aberdeen Global Financial Services C (GLFCX)
On
Jan 6
:
9.66
0.01
(0.10%)
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Risk
As of 30-Nov-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)
:
19.41%
Worst 1 Yr Total Return
(2008)
:
-46.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GLFCX
Category
Alpha (against Standard Index)
-0.72
-6.82
Beta (against Standard Index)
1.44
1.25
Mean Annual Return
-11.53
-1.03
R-squared (against Standard Index)
84
74.94
Standard Deviation
30.97
28.68
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-9.61
N/A
5 Years
Statistic
GLFCX
Category
Alpha (against Standard Index)
-0.10
-5.00
Beta (against Standard Index)
1.40
1.23
Mean Annual Return
-1.51
-0.27
R-squared (against Standard Index)
83
72.88
Standard Deviation
24.59
23.25
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.22
N/A
10 Years
Statistic
GLFCX
Category
Alpha (against Standard Index)
N/A
3.88
Beta (against Standard Index)
N/A
0.91
Mean Annual Return
N/A
0.40
R-squared (against Standard Index)
N/A
54.16
Standard Deviation
N/A
20.04
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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