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AIM Energy A (IENAX)
On
Jan 6
:
37.91
0.56
(1.50%)
MORE ON IENAX
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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
(2005)
:
53.89%
Worst 1 Yr Total Return
(2008)
:
-43.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IENAX
Category
Alpha (against Standard Index)
11.54
8.86
Beta (against Standard Index)
1.07
1.20
Mean Annual Return
2.39
0.30
R-squared (against Standard Index)
47
50.47
Standard Deviation
30.72
33.90
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.12
N/A
5 Years
Statistic
IENAX
Category
Alpha (against Standard Index)
14.24
11.44
Beta (against Standard Index)
1.08
1.20
Mean Annual Return
12.93
1.11
R-squared (against Standard Index)
38
41.53
Standard Deviation
27.95
29.96
Sharpe Ratio
0.47
N/A
Treynor Ratio
9.24
N/A
10 Years
Statistic
IENAX
Category
Alpha (against Standard Index)
17.17
15.51
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
15.50
1.36
R-squared (against Standard Index)
30
34.11
Standard Deviation
26.95
28.06
Sharpe Ratio
0.57
N/A
Treynor Ratio
13.70
N/A
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