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AIM Developing Markets A (GTDDX)
On
Dec 24
:
27.21
0.14
(0.52%)
MORE ON GTDDX
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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
(2006)
:
38.83%
Worst 1 Yr Total Return
(2008)
:
-52.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GTDDX
Category
Alpha (against Standard Index)
13.51
12.34
Beta (against Standard Index)
1.16
1.29
Mean Annual Return
5.43
0.68
R-squared (against Standard Index)
86
87.47
Standard Deviation
30.05
33.01
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.72
N/A
5 Years
Statistic
GTDDX
Category
Alpha (against Standard Index)
12.34
9.77
Beta (against Standard Index)
1.22
1.29
Mean Annual Return
16.67
1.39
R-squared (against Standard Index)
83
85.58
Standard Deviation
26.28
27.53
Sharpe Ratio
0.61
N/A
Treynor Ratio
11.21
N/A
10 Years
Statistic
GTDDX
Category
Alpha (against Standard Index)
10.22
9.46
Beta (against Standard Index)
1.24
1.23
Mean Annual Return
11.10
1.10
R-squared (against Standard Index)
75
77.00
Standard Deviation
25.60
25.24
Sharpe Ratio
0.43
N/A
Treynor Ratio
6.62
N/A
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