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AIM Financial Services C (IFSCX)
On
Dec 23
:
7.28
0.02
(0.27%)
MORE ON IFSCX
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Risk
As of 30-Nov-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)
:
15.44%
Worst 1 Yr Total Return
(2008)
:
-60.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IFSCX
Category
Alpha (against Standard Index)
-14.93
-6.82
Beta (against Standard Index)
1.70
1.25
Mean Annual Return
-26.49
-1.03
R-squared (against Standard Index)
81
74.94
Standard Deviation
37.46
28.68
Sharpe Ratio
-0.68
N/A
Treynor Ratio
-16.90
N/A
5 Years
Statistic
IFSCX
Category
Alpha (against Standard Index)
-11.46
-5.00
Beta (against Standard Index)
1.65
1.23
Mean Annual Return
-13.69
-0.27
R-squared (against Standard Index)
79
72.88
Standard Deviation
29.74
23.25
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.12
N/A
10 Years
Statistic
IFSCX
Category
Alpha (against Standard Index)
-2.20
3.88
Beta (against Standard Index)
1.21
0.91
Mean Annual Return
-4.89
0.40
R-squared (against Standard Index)
64
54.16
Standard Deviation
24.58
20.04
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.45
N/A
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