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AIM Basic Value B (GTVBX)
On
Dec 29
:
17.82
0.05
(0.28%)
MORE ON GTVBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.33%
Worst 1 Yr Total Return
(2008)
:
-52.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GTVBX
Category
Alpha (against Standard Index)
-0.52
0.06
Beta (against Standard Index)
1.41
1.00
Mean Annual Return
-10.72
-0.33
R-squared (against Standard Index)
91
95.82
Standard Deviation
29.28
20.42
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-9.23
N/A
5 Years
Statistic
GTVBX
Category
Alpha (against Standard Index)
-2.34
0.04
Beta (against Standard Index)
1.37
1.01
Mean Annual Return
-3.33
0.17
R-squared (against Standard Index)
90
95.19
Standard Deviation
23.17
16.64
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.60
N/A
10 Years
Statistic
GTVBX
Category
Alpha (against Standard Index)
3.34
0.81
Beta (against Standard Index)
1.15
0.96
Mean Annual Return
1.60
0.14
R-squared (against Standard Index)
81
91.13
Standard Deviation
20.77
16.39
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.15
N/A
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