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Touchstone Core Bond A (TOBAX)
On
Dec 1
:
9.93
0.02
(0.20%)
MORE ON TOBAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.36%
Worst 1 Yr Total Return
(2008)
:
-5.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TOBAX
Category
Alpha (against Standard Index)
-0.61
-1.72
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
5.53
0.39
R-squared (against Standard Index)
56
59.27
Standard Deviation
5.19
5.93
Sharpe Ratio
0.59
N/A
Treynor Ratio
3.21
N/A
5 Years
Statistic
TOBAX
Category
Alpha (against Standard Index)
-0.57
-1.05
Beta (against Standard Index)
0.95
0.98
Mean Annual Return
4.32
0.33
R-squared (against Standard Index)
62
61.87
Standard Deviation
4.33
4.88
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.37
N/A
10 Years
Statistic
TOBAX
Category
Alpha (against Standard Index)
-0.84
-0.65
Beta (against Standard Index)
0.94
0.96
Mean Annual Return
5.22
0.45
R-squared (against Standard Index)
76
71.12
Standard Deviation
4.05
4.47
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.39
N/A
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