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AIM Financial Services B (IFSBX)
On
Dec 2
:
7.67
0.00
(0.00%)
MORE ON IFSBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.47%
Worst 1 Yr Total Return
(2008)
:
-60.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IFSBX
Category
Alpha (against Standard Index)
-14.00
-5.47
Beta (against Standard Index)
1.72
1.27
Mean Annual Return
-27.67
-1.07
R-squared (against Standard Index)
81
75.55
Standard Deviation
37.23
28.60
Sharpe Ratio
-0.73
N/A
Treynor Ratio
-17.47
N/A
5 Years
Statistic
IFSBX
Category
Alpha (against Standard Index)
-11.18
-4.25
Beta (against Standard Index)
1.66
1.25
Mean Annual Return
-14.02
-0.25
R-squared (against Standard Index)
79
73.60
Standard Deviation
29.66
23.29
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.27
N/A
10 Years
Statistic
IFSBX
Category
Alpha (against Standard Index)
-2.44
3.26
Beta (against Standard Index)
1.21
0.88
Mean Annual Return
-5.58
0.33
R-squared (against Standard Index)
63
52.55
Standard Deviation
24.54
19.74
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.05
N/A
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