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Aston/Veredus Aggressive Growth N (VERDX)
On
Dec 1
:
9.75
0.32
(3.39%)
MORE ON VERDX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
20.69%
Worst 1 Yr Total Return
(2008)
:
-45.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VERDX
Category
Alpha (against Standard Index)
1.16
1.71
Beta (against Standard Index)
1.29
1.15
Mean Annual Return
-9.94
-0.40
R-squared (against Standard Index)
80
85.55
Standard Deviation
28.24
24.28
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-9.56
N/A
5 Years
Statistic
VERDX
Category
Alpha (against Standard Index)
-1.70
1.12
Beta (against Standard Index)
1.36
1.19
Mean Annual Return
-3.69
0.21
R-squared (against Standard Index)
73
81.02
Standard Deviation
25.14
21.15
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.96
N/A
10 Years
Statistic
VERDX
Category
Alpha (against Standard Index)
3.76
5.25
Beta (against Standard Index)
1.08
1.18
Mean Annual Return
0.57
0.43
R-squared (against Standard Index)
44
56.73
Standard Deviation
26.12
25.52
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.22
N/A
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