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Artio US Multicap I (JMLIX)
On
Dec 15
:
9.17
0.03
(0.33%)
MORE ON JMLIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.49%
Worst 1 Yr Total Return
(2008)
:
-42.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JMLIX
Category
Alpha (against Standard Index)
2.26
2.20
Beta (against Standard Index)
1.13
0.99
Mean Annual Return
-5.12
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
23.27
21.04
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.52
N/A
5 Years
Statistic
JMLIX
Category
Alpha (against Standard Index)
N/A
0.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.24
R-squared (against Standard Index)
N/A
86.59
Standard Deviation
N/A
17.50
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
JMLIX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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