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AIM Global Equity C (GNDCX)
On
Dec 24
:
9.17
0.05
(0.55%)
MORE ON GNDCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
21.00%
Worst 1 Yr Total Return
(2008)
:
-44.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GNDCX
Category
Alpha (against Standard Index)
-5.52
0.27
Beta (against Standard Index)
0.86
0.91
Mean Annual Return
-9.45
-0.17
R-squared (against Standard Index)
93
90.08
Standard Deviation
21.33
22.93
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-13.61
N/A
5 Years
Statistic
GNDCX
Category
Alpha (against Standard Index)
-4.66
-0.86
Beta (against Standard Index)
0.86
0.90
Mean Annual Return
-0.64
0.41
R-squared (against Standard Index)
92
88.40
Standard Deviation
17.57
18.93
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.24
N/A
10 Years
Statistic
GNDCX
Category
Alpha (against Standard Index)
-0.04
0.53
Beta (against Standard Index)
0.87
0.92
Mean Annual Return
1.95
0.33
R-squared (against Standard Index)
85
79.83
Standard Deviation
17.08
18.84
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.11
N/A
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