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Aberdeen Health Sciences B (GLSBX)
On
Dec 23
:
9.08
0.01
(0.11%)
MORE ON GLSBX
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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)
:
12.01%
Worst 1 Yr Total Return
(2008)
:
-26.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GLSBX
Category
Alpha (against Standard Index)
1.44
3.83
Beta (against Standard Index)
0.76
0.74
Mean Annual Return
-2.65
0.12
R-squared (against Standard Index)
68
63.76
Standard Deviation
18.22
18.76
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.50
N/A
5 Years
Statistic
GLSBX
Category
Alpha (against Standard Index)
0.10
2.90
Beta (against Standard Index)
0.75
0.74
Mean Annual Return
1.21
0.43
R-squared (against Standard Index)
62
58.47
Standard Deviation
15.09
15.92
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.39
N/A
10 Years
Statistic
GLSBX
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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