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Artio International Equity II A (JETAX)
On
Dec 16
:
12.28
0.14
(1.15%)
MORE ON JETAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
28.62%
Worst 1 Yr Total Return
(2008)
:
-40.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JETAX
Category
Alpha (against Standard Index)
0.81
0.11
Beta (against Standard Index)
0.95
1.02
Mean Annual Return
-4.29
-0.23
R-squared (against Standard Index)
96
95.97
Standard Deviation
23.19
24.84
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.91
N/A
5 Years
Statistic
JETAX
Category
Alpha (against Standard Index)
N/A
0.08
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.51
R-squared (against Standard Index)
N/A
95.66
Standard Deviation
N/A
20.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
JETAX
Category
Alpha (against Standard Index)
N/A
-0.14
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
92.61
Standard Deviation
N/A
18.91
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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