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Al Frank Adv (VALAX)
On
Dec 4
:
22.88
0.22
(0.97%)
MORE ON VALAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.35%
Worst 1 Yr Total Return
(2008)
:
-43.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VALAX
Category
Alpha (against Standard Index)
0.15
2.78
Beta (against Standard Index)
1.16
1.14
Mean Annual Return
-8.77
-0.31
R-squared (against Standard Index)
93
88.48
Standard Deviation
23.38
23.83
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.69
N/A
5 Years
Statistic
VALAX
Category
Alpha (against Standard Index)
1.35
2.11
Beta (against Standard Index)
1.21
1.17
Mean Annual Return
0.54
0.29
R-squared (against Standard Index)
88
86.78
Standard Deviation
20.57
20.06
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.05
N/A
10 Years
Statistic
VALAX
Category
Alpha (against Standard Index)
11.66
6.25
Beta (against Standard Index)
1.21
1.05
Mean Annual Return
9.13
0.54
R-squared (against Standard Index)
70
72.80
Standard Deviation
23.29
19.97
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.08
N/A
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