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Aberdeen Health Sciences A (GLSAX)
On
Dec 24
:
9.70
0.00
(0.00%)
MORE ON GLSAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
12.68%
Worst 1 Yr Total Return
(2008)
:
-26.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GLSAX
Category
Alpha (against Standard Index)
2.07
3.83
Beta (against Standard Index)
0.76
0.74
Mean Annual Return
-2.01
0.12
R-squared (against Standard Index)
68
63.76
Standard Deviation
18.19
18.76
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.67
N/A
5 Years
Statistic
GLSAX
Category
Alpha (against Standard Index)
0.75
2.90
Beta (against Standard Index)
0.74
0.74
Mean Annual Return
1.87
0.43
R-squared (against Standard Index)
62
58.47
Standard Deviation
15.09
15.92
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.50
N/A
10 Years
Statistic
GLSAX
Category
Alpha (against Standard Index)
N/A
6.40
Beta (against Standard Index)
N/A
0.62
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
29.57
Standard Deviation
N/A
20.00
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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