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Aberdeen Global Utilities I/S (GUISX)
On
Dec 14
:
9.64
0.03
(0.31%)
MORE ON GUISX
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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)
:
36.98%
Worst 1 Yr Total Return
(2008)
:
-33.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GUISX
Category
Alpha (against Standard Index)
1.02
0.42
Beta (against Standard Index)
0.76
0.74
Mean Annual Return
-3.14
-0.16
R-squared (against Standard Index)
66
63.91
Standard Deviation
18.62
18.41
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.10
N/A
5 Years
Statistic
GUISX
Category
Alpha (against Standard Index)
4.95
4.13
Beta (against Standard Index)
0.77
0.72
Mean Annual Return
6.11
0.53
R-squared (against Standard Index)
62
57.34
Standard Deviation
15.70
15.40
Sharpe Ratio
0.27
N/A
Treynor Ratio
4.07
N/A
10 Years
Statistic
GUISX
Category
Alpha (against Standard Index)
N/A
3.08
Beta (against Standard Index)
N/A
0.67
Mean Annual Return
N/A
0.38
R-squared (against Standard Index)
N/A
48.30
Standard Deviation
N/A
15.77
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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