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Al Frank Dividend Value Fund (VALDX)
On
Dec 8
:
10.02
0.10
(0.99%)
MORE ON VALDX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.05%
Worst 1 Yr Total Return
(2008)
:
-35.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VALDX
Category
Alpha (against Standard Index)
-0.12
2.32
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-7.93
-0.35
R-squared (against Standard Index)
96
90.18
Standard Deviation
21.24
23.68
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-9.71
N/A
5 Years
Statistic
VALDX
Category
Alpha (against Standard Index)
1.06
2.22
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
0.85
0.30
R-squared (against Standard Index)
92
89.12
Standard Deviation
18.30
19.61
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.97
N/A
10 Years
Statistic
VALDX
Category
Alpha (against Standard Index)
N/A
7.83
Beta (against Standard Index)
N/A
0.94
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.23
Standard Deviation
N/A
17.96
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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