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AMRIX: Allegiant Multi-Factor Small Cap Value I (MUTUAL FUND)
Basic Info
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/21/1996 |
Last Dividend Date: | 04/02/2009 |
12-Mo. Yield | 1.92% |
Expenses | - |
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Performance Analytics (As of 03/05/2010)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/21/1996 |
2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 50.4 | -12.6 | -6.8 | 5.5 | 7.1 | -4.6 | 9.6 | -29.4 | -12.9 | 13.3 | -1.0 | 21.7 | 39.0 | -10.6 | 17.3 | 33.6 | 7.9 | -7.0 | 32.5 | 12.6 |
Sharpe Ratio | NA | 1.84 | -0.43 | -0.32 | 0.16 | 0.09 | -1.56 | 0.3 | -0.76 | -0.79 | 0.64 | -0.24 | 1.47 | 2.43 | -0.54 | 0.88 | 1.8 | 0.43 | -0.67 | -2.28 | 2.51 |
Draw Down(%) | NA | 9.5 | 60.6 | 60.6 | 60.6 | 60.6 | 8.3 | 32.8 | 42.0 | 21.7 | 13.3 | 12.0 | 10.1 | 14.4 | 31.5 | 18.3 | 6.8 | 13.1 | 34.0 | 6.5 | 8.1 |
Standard Deviation(%) | NA | 27.4 | 32.1 | 26.7 | 22.7 | 20.1 | 15.4 | 32.1 | 39.9 | 20.2 | 15.6 | 13.5 | 14.1 | 15.8 | 21.9 | 17.3 | 16.4 | 10.9 | 15.4 | 9.9 | 8.7 |
Treynor Ratio | NA | 0.58 | -0.15 | -0.1 | 0.04 | 0.02 | -0.36 | 0.11 | -0.34 | -0.15 | 0.1 | -0.04 | 0.24 | 0.44 | -0.14 | 0.22 | 0.66 | 0.09 | -0.16 | -0.34 | 0.34 |
Alpha | NA | -0.12 | -0.1 | -0.08 | -0.03 | -0.01 | -0.22 | -0.07 | 0.02 | -0.06 | -0.01 | -0.03 | 0.02 | 0.0 | 0.03 | 0.05 | 0.11 | -0.02 | -0.03 | -0.02 | 0.05 |
Beta | NA | 0.87 | 0.9 | 0.91 | 0.83 | 0.8 | 0.68 | 0.88 | 0.88 | 1.04 | 1.01 | 0.9 | 0.86 | 0.86 | 0.85 | 0.7 | 0.45 | 0.54 | 0.63 | 0.67 | 0.64 |
RSquared | NA | 0.95 | 0.96 | 0.95 | 0.9 | 0.87 | 0.71 | 0.97 | 0.97 | 0.91 | 0.96 | 0.94 | 0.95 | 0.94 | 0.94 | 0.89 | 0.67 | 0.51 | 0.68 | 0.78 | 0.7 |
Yield(%) | N/A | 1.9 | 5.3 | 7.6 | 12.2 | N/A | 0.0 | 1.4 | 0.0 | 14.7 | 15.6 | 12.3 | 19.6 | 3.6 | 4.9 | 11.0 | 4.9 | 1.7 | 8.8 | 17.4 | 7.3 |
Dividend Growth(%) | N/A | N/A | -71.1 | 3.2 | N/A | N/A | -100.0 | N/A | -100.0 | -9.5 | 13.9 | -37.2 | 632.8 | -37.6 | -51.3 | 189.4 | 200.0 | -84.1 | -41.5 | 151.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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