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Artio Global Equity I (JGEIX)
On
Dec 18
:
34.71
0.07
(0.20%)
MORE ON JGEIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
21.32%
Worst 1 Yr Total Return
(2008)
:
-40.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JGEIX
Category
Alpha (against Standard Index)
0.76
0.27
Beta (against Standard Index)
0.92
0.91
Mean Annual Return
-4.04
-0.17
R-squared (against Standard Index)
95
90.08
Standard Deviation
22.52
22.93
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.88
N/A
5 Years
Statistic
JGEIX
Category
Alpha (against Standard Index)
0.21
-0.86
Beta (against Standard Index)
0.92
0.90
Mean Annual Return
4.34
0.41
R-squared (against Standard Index)
94
88.40
Standard Deviation
18.68
18.93
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.46
N/A
10 Years
Statistic
JGEIX
Category
Alpha (against Standard Index)
N/A
0.53
Beta (against Standard Index)
N/A
0.92
Mean Annual Return
N/A
0.33
R-squared (against Standard Index)
N/A
79.83
Standard Deviation
N/A
18.84
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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