Ratings & Risk for Acadian Emerging Markets (AEMGX)

Morningstar Category: Diversified Emerging Mkts
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average High
    		85
    5-Year Average High
    		63
    10-Year High High
    		55
    Overall Above Average High
    		—
    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 36.41 0.70 0.16
    5-Year 31.34 1.60 0.52
    10-Year 27.00 1.48 0.55
    15-Year 26.52 0.92 0.28
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 85.06 1.18 19.39
    3-Year 86.39 1.41 12.77
    5-Year 84.18 1.45 10.34
    10-Year 74.91 1.29 13.92

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009