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Iman K (IMANX)
On
Nov 30
:
7.03
0.00
(0.00%)
MORE ON IMANX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
15.72%
Worst 1 Yr Total Return
(2008)
:
-40.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IMANX
Category
Alpha (against Standard Index)
3.59
2.45
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-4.39
-0.24
R-squared (against Standard Index)
86
88.47
Standard Deviation
21.84
20.84
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.58
N/A
5 Years
Statistic
IMANX
Category
Alpha (against Standard Index)
1.26
0.94
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
1.20
0.21
R-squared (against Standard Index)
86
86.37
Standard Deviation
17.76
17.46
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.76
N/A
10 Years
Statistic
IMANX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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