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API Efficient Frontier Capital Inc Instl (AFAAX)

43.42 Down 0.04(0.09%) May 24


Risk as of Mar 30, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):39.34%
Worst 1 Yr Total Return(Dec 30, 2008):-41.01%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAFAAXCategory
Alpha (against Standard Index)6.222.32
Beta (against Standard Index)0.640.83
Mean Annual Return0.880.82
R-squared (against Standard Index)82.3087.10
Standard Deviation13.6517.28
Sharpe Ratio0.770.59
Treynor Ratio15.6311.47
5 Years
StatisticAFAAXCategory
Alpha (against Standard Index)5.362.89
Beta (against Standard Index)0.880.88
Mean Annual Return0.580.38
R-squared (against Standard Index)83.2689.49
Standard Deviation22.3421.60
Sharpe Ratio0.300.20
Treynor Ratio4.881.95
10 Years
StatisticAFAAXCategory
Alpha (against Standard Index)1.430.86
Beta (against Standard Index)0.870.88
Mean Annual Return0.930.87
R-squared (against Standard Index)81.0387.31
Standard Deviation17.6517.27
Sharpe Ratio0.540.51
Treynor Ratio9.618.61