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Monday, December 21, 2009, 10:49PM ET - U.S. Markets Closed.
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Artio Total Return Bond I (JBGIX)
On
Dec 21
:
13.49
0.04
(0.30%)
MORE ON JBGIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.67%
Worst 1 Yr Total Return
(2008)
:
0.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JBGIX
Category
Alpha (against Standard Index)
-0.39
-1.73
Beta (against Standard Index)
1.13
1.02
Mean Annual Return
6.49
0.39
R-squared (against Standard Index)
82
59.65
Standard Deviation
5.06
5.93
Sharpe Ratio
0.81
N/A
Treynor Ratio
3.74
N/A
5 Years
Statistic
JBGIX
Category
Alpha (against Standard Index)
0.10
-1.13
Beta (against Standard Index)
1.06
0.98
Mean Annual Return
5.72
0.35
R-squared (against Standard Index)
81
61.85
Standard Deviation
4.25
4.90
Sharpe Ratio
0.63
N/A
Treynor Ratio
2.58
N/A
10 Years
Statistic
JBGIX
Category
Alpha (against Standard Index)
0.34
-0.67
Beta (against Standard Index)
1.05
0.96
Mean Annual Return
6.96
0.46
R-squared (against Standard Index)
75
70.95
Standard Deviation
4.53
4.48
Sharpe Ratio
0.86
N/A
Treynor Ratio
3.84
N/A
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