| FundX Flexible Income (INCMX)MUTUAL FUND:Multisector Bond start from 2002-07-22 | More Details From Yahoo! |
Performance
| 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | |
|---|---|---|---|---|---|---|
| Alpha(%) | 0.002 | 0.004 | -0.003 | -0.022 | 0.015 | 0.015 |
| Beta(%) | 14.106 | 13.034 | 14.514 | 1.088 | 0.908 | 5.749 |
| AR(%) | 2.088 | 4.465 | 1.657 | -4.237 | 4.152 | 2.876 |
| RSquared(%) | 4.806 | 10.456 | 24 | 0.818 | 0.204 | 0.405 |
| Sharpe Ratio(%) | 12.859 | 68.962 | -5.87 | -120.809 | 72.803 | 133.223 |
| Standard Deviation(%) | 6.64 | 4.042 | 4.712 | 4.968 | 5.573 | 3.153 |
| Treynor Ratio(%) | 6.053 | 21.386 | -1.906 | -551.616 | 446.755 | 73.057 |
| Draw Down(%) | 5.631 | 3.241 | 4.137 | 7.008 | 5.82 | 2.059 |
| Return(%) | 2.088 | 4.465 | 1.657 | -4.237 | 4.152 | 2.876 |