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Al Frank Dividend Value Adv (VALEX)
On
Dec 7
:
10.10
0.03
(0.30%)
MORE ON VALEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
2.26%
Worst 1 Yr Total Return
(2008)
:
-35.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VALEX
Category
Alpha (against Standard Index)
0.11
2.32
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-7.73
-0.35
R-squared (against Standard Index)
96
90.18
Standard Deviation
21.26
23.68
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.51
N/A
5 Years
Statistic
VALEX
Category
Alpha (against Standard Index)
1.21
2.22
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
0.99
0.30
R-squared (against Standard Index)
92
89.12
Standard Deviation
18.31
19.61
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.84
N/A
10 Years
Statistic
VALEX
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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