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AIM Global Equity R (GTNRX)
On
Jan 6
:
9.92
0.04
(0.40%)
MORE ON GTNRX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.70%
Worst 1 Yr Total Return
(2008)
:
-44.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GTNRX
Category
Alpha (against Standard Index)
-5.02
0.27
Beta (against Standard Index)
0.86
0.91
Mean Annual Return
-9.00
-0.17
R-squared (against Standard Index)
93
90.08
Standard Deviation
21.34
22.93
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-13.08
N/A
5 Years
Statistic
GTNRX
Category
Alpha (against Standard Index)
-4.18
-0.86
Beta (against Standard Index)
0.86
0.90
Mean Annual Return
-0.16
0.41
R-squared (against Standard Index)
92
88.40
Standard Deviation
17.58
18.93
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.67
N/A
10 Years
Statistic
GTNRX
Category
Alpha (against Standard Index)
0.32
0.53
Beta (against Standard Index)
0.88
0.92
Mean Annual Return
2.32
0.33
R-squared (against Standard Index)
85
79.83
Standard Deviation
17.10
18.84
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.69
N/A
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