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AIM Dynamics R (IDYRX)
On
Dec 24
:
18.10
0.08
(0.44%)
MORE ON IDYRX
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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:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.20%
Worst 1 Yr Total Return
(2008)
:
-47.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IDYRX
Category
Alpha (against Standard Index)
-0.56
2.05
Beta (against Standard Index)
1.12
1.08
Mean Annual Return
-7.89
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
23.97
23.41
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-9.07
N/A
5 Years
Statistic
IDYRX
Category
Alpha (against Standard Index)
1.13
1.56
Beta (against Standard Index)
1.15
1.11
Mean Annual Return
0.92
0.29
R-squared (against Standard Index)
84
80.86
Standard Deviation
20.19
19.91
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.79
N/A
10 Years
Statistic
IDYRX
Category
Alpha (against Standard Index)
0.37
3.33
Beta (against Standard Index)
1.31
1.11
Mean Annual Return
-3.09
0.32
R-squared (against Standard Index)
63
61.70
Standard Deviation
26.62
23.38
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.60
N/A
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