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Artio US Microcap A (JMCAX)
On
Dec 21
:
8.27
0.10
(1.22%)
MORE ON JMCAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-0.43%
Worst 1 Yr Total Return
(2008)
:
-50.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JMCAX
Category
Alpha (against Standard Index)
1.98
0.16
Beta (against Standard Index)
1.42
1.12
Mean Annual Return
-9.28
-0.38
R-squared (against Standard Index)
79
84.86
Standard Deviation
31.72
24.29
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.14
N/A
5 Years
Statistic
JMCAX
Category
Alpha (against Standard Index)
N/A
-0.01
Beta (against Standard Index)
N/A
1.17
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
80.32
Standard Deviation
N/A
20.99
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
JMCAX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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