ARBAX - MTB Strategic Allocation A

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up12
Number of Years Down3
Best 1 Yr Total Return (May 30, 2010)24.61%
Worst 1 Yr Total Return (May 30, 2010)-22.67%

Risk Statistics

3 Years
ARBAXCategory Average
5 Years
ARBAXCategory Average
10 Years
ARBAXCategory Average
Alpha
-1.31-0.01
-1.97-0
-4.1-0
Beta
0.940.01
0.940.01
1.060.01
Mean Annual Return
-0.150
0.220.01
0.080
R-squared
95.360.86
93.180.86
90.090.92
Standard Deviation
13.130.07
10.80.07
11.150.11
Sharpe Ratio
-0.240.01
00.01
-0.150
Treynor Ratio
-4.270.05
-0.680.07
-2.150.05