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AIM Energy A (IENAX)
On
Feb 9
:
33.89
0.79
(2.39%)
MORE ON IENAX
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Research Reports
Risk
As of 31-Jan-10
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)
14.54
12.28
Beta (against Standard Index)
1.09
1.22
Mean Annual Return
3.63
0.43
R-squared (against Standard Index)
49
52.18
Standard Deviation
30.81
34.00
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.52
N/A
5 Years
Statistic
IENAX
Category
Alpha (against Standard Index)
14.51
12.00
Beta (against Standard Index)
1.12
1.23
Mean Annual Return
12.54
1.10
R-squared (against Standard Index)
40
43.57
Standard Deviation
28.00
30.05
Sharpe Ratio
0.46
N/A
Treynor Ratio
8.63
N/A
10 Years
Statistic
IENAX
Category
Alpha (against Standard Index)
16.83
15.60
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
14.79
1.34
R-squared (against Standard Index)
31
34.26
Standard Deviation
27.01
28.09
Sharpe Ratio
0.55
N/A
Treynor Ratio
12.82
N/A
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