Ratings & Risk for Aberdeen Equity Long-Short A (MLSAX)

Morningstar Category: Long-Short
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Below Average
    		41
    5-Year Average Below Average
    		27
    10-Year Below Average High
    		12
    Overall Average Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 6.70 0.16 -0.07
    5-Year 5.89 0.29 0.08
    10-Year 17.41 0.20 -0.03
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 4.76 -2.56 5.56
    3-Year 4.37 -2.81 3.22
    5-Year 4.39 -2.80 2.50
    10-Year 0.12 1.75 -1.57

    ML USD LIBOR 3 Mon CM

    Trailing data as of 10/31/2009