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AMIDEX35 Israel C (AMDCX)

6.99 0.00(0.00%) May 17


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):60.04%
Worst 1 Yr Total Return(Dec 30, 2001):-45.28%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAMDCXCategory
Alpha (against Standard Index)-11.692.80
Beta (against Standard Index)0.900.89
Mean Annual Return-0.330.90
R-squared (against Standard Index)63.4088.94
Standard Deviation22.1818.26
Sharpe Ratio-0.180.62
Treynor Ratio-7.0511.50
5 Years
StatisticAMDCXCategory
Alpha (against Standard Index)-2.943.31
Beta (against Standard Index)0.851.02
Mean Annual Return-0.140.43
R-squared (against Standard Index)64.6591.88
Standard Deviation24.4324.73
Sharpe Ratio-0.080.20
Treynor Ratio-5.761.75
10 Years
StatisticAMDCXCategory
Alpha (against Standard Index)0.163.49
Beta (against Standard Index)0.881.03
Mean Annual Return0.811.19
R-squared (against Standard Index)57.7988.11
Standard Deviation21.1919.96
Sharpe Ratio0.380.63
Treynor Ratio6.9011.02