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Aberdeen Equity Long-Short C (MLSCX)
On
Dec 3
:
7.76
0.03
(0.39%)
MORE ON MLSCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
14.33%
Worst 1 Yr Total Return
(2008)
:
-14.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MLSCX
Category
Alpha (against Standard Index)
2.72
0.85
Beta (against Standard Index)
-2.97
-3.54
Mean Annual Return
1.02
-0.11
R-squared (against Standard Index)
5
5.70
Standard Deviation
6.71
10.82
Sharpe Ratio
-0.18
N/A
Treynor Ratio
0.47
N/A
5 Years
Statistic
MLSCX
Category
Alpha (against Standard Index)
1.87
2.74
Beta (against Standard Index)
-2.93
-4.26
Mean Annual Return
2.56
0.22
R-squared (against Standard Index)
5
5.13
Standard Deviation
5.89
9.31
Sharpe Ratio
-0.05
N/A
Treynor Ratio
0.16
N/A
10 Years
Statistic
MLSCX
Category
Alpha (against Standard Index)
-2.14
2.70
Beta (against Standard Index)
1.70
-2.55
Mean Annual Return
0.34
0.34
R-squared (against Standard Index)
0
1.73
Standard Deviation
17.39
8.43
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.55
N/A
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