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AIM Energy C (IEFCX)
On
Dec 1
:
31.35
0.54
(1.75%)
MORE ON IEFCX
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Research Reports
Risk
As of 31-Oct-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
(2005)
:
52.80%
Worst 1 Yr Total Return
(2008)
:
-44.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IEFCX
Category
Alpha (against Standard Index)
14.84
12.65
Beta (against Standard Index)
1.11
1.24
Mean Annual Return
3.84
0.45
R-squared (against Standard Index)
48
51.33
Standard Deviation
31.05
34.18
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.28
N/A
5 Years
Statistic
IEFCX
Category
Alpha (against Standard Index)
15.10
13.19
Beta (against Standard Index)
1.11
1.23
Mean Annual Return
13.33
1.21
R-squared (against Standard Index)
39
42.80
Standard Deviation
28.07
30.15
Sharpe Ratio
0.49
N/A
Treynor Ratio
9.29
N/A
10 Years
Statistic
IEFCX
Category
Alpha (against Standard Index)
16.54
15.54
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
14.36
1.32
R-squared (against Standard Index)
30
34.15
Standard Deviation
26.93
28.10
Sharpe Ratio
0.53
N/A
Treynor Ratio
12.30
N/A
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