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Thursday, January 7, 2010, 9:17PM ET - U.S. Markets Closed.
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AMF Large Cap Equity AMF (IICAX)
On
Jan 7
:
7.71
0.03
(0.39%)
MORE ON IICAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
13.83%
Worst 1 Yr Total Return
(2008)
:
-28.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IICAX
Category
Alpha (against Standard Index)
0.40
0.06
Beta (against Standard Index)
0.80
1.00
Mean Annual Return
-3.61
-0.33
R-squared (against Standard Index)
91
95.82
Standard Deviation
16.56
20.42
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.38
N/A
5 Years
Statistic
IICAX
Category
Alpha (against Standard Index)
-1.04
0.04
Beta (against Standard Index)
0.79
1.01
Mean Annual Return
0.28
0.17
R-squared (against Standard Index)
89
95.19
Standard Deviation
13.40
16.64
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.44
N/A
10 Years
Statistic
IICAX
Category
Alpha (against Standard Index)
0.06
0.81
Beta (against Standard Index)
0.71
0.96
Mean Annual Return
0.51
0.14
R-squared (against Standard Index)
72
91.13
Standard Deviation
13.55
16.39
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.40
N/A
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