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AIM Dynamics C (IFDCX)
On
Dec 4
:
16.01
0.22
(1.39%)
MORE ON IFDCX
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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
(2006)
:
15.67%
Worst 1 Yr Total Return
(2008)
:
-47.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IFDCX
Category
Alpha (against Standard Index)
0.53
3.31
Beta (against Standard Index)
1.14
1.09
Mean Annual Return
-8.42
-0.23
R-squared (against Standard Index)
86
84.23
Standard Deviation
23.93
23.37
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.54
N/A
5 Years
Statistic
IFDCX
Category
Alpha (against Standard Index)
1.46
2.25
Beta (against Standard Index)
1.17
1.13
Mean Annual Return
0.76
0.31
R-squared (against Standard Index)
84
81.04
Standard Deviation
20.26
20.00
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.94
N/A
10 Years
Statistic
IFDCX
Category
Alpha (against Standard Index)
0.93
4.42
Beta (against Standard Index)
1.32
1.13
Mean Annual Return
-3.13
0.37
R-squared (against Standard Index)
63
60.91
Standard Deviation
26.75
23.71
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.62
N/A
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