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AIM Diversified Dividend A (LCEAX)
On
Dec 4
:
10.88
0.07
(0.65%)
MORE ON LCEAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.41%
Worst 1 Yr Total Return
(2008)
:
-26.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LCEAX
Category
Alpha (against Standard Index)
2.19
-1.05
Beta (against Standard Index)
0.95
1.02
Mean Annual Return
-4.51
-0.55
R-squared (against Standard Index)
93
94.27
Standard Deviation
19.18
20.65
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.29
N/A
5 Years
Statistic
LCEAX
Category
Alpha (against Standard Index)
1.69
0.04
Beta (against Standard Index)
0.94
1.02
Mean Annual Return
2.22
0.14
R-squared (against Standard Index)
93
93.13
Standard Deviation
15.46
16.85
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.86
N/A
10 Years
Statistic
LCEAX
Category
Alpha (against Standard Index)
N/A
2.54
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
80.76
Standard Deviation
N/A
15.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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