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Al Frank Fund (VALUX)
On
Nov 30
:
22.39
0.01
(0.04%)
MORE ON VALUX
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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
(2004)
:
15.83%
Worst 1 Yr Total Return
(2008)
:
-43.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VALUX
Category
Alpha (against Standard Index)
-0.13
2.78
Beta (against Standard Index)
1.15
1.14
Mean Annual Return
-9.03
-0.31
R-squared (against Standard Index)
93
88.48
Standard Deviation
23.37
23.83
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-9.91
N/A
5 Years
Statistic
VALUX
Category
Alpha (against Standard Index)
1.16
2.11
Beta (against Standard Index)
1.21
1.17
Mean Annual Return
0.35
0.29
R-squared (against Standard Index)
88
86.78
Standard Deviation
20.56
20.06
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.21
N/A
10 Years
Statistic
VALUX
Category
Alpha (against Standard Index)
11.56
6.25
Beta (against Standard Index)
1.21
1.05
Mean Annual Return
9.02
0.54
R-squared (against Standard Index)
70
72.80
Standard Deviation
23.30
19.97
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.00
N/A
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