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    More On BULLX

    Roosevelt Multi-Cap (BULLX)

    14.50 Up 0.04(0.28%) Feb 27

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up11
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):41.27%
    Worst 1 Yr Total Return(Dec 30, 2008):-27.86%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-5.55-2.98
    Beta (against Standard Index)0.861.05
    Mean Annual Return0.190.70
    R-squared (against Standard Index)83.5282.82
    Standard Deviation10.1312.11
    Sharpe Ratio0.210.69
    Treynor Ratio1.947.53
    5 Years
    Alpha (against Standard Index)-4.03-1.86
    Beta (against Standard Index)0.901.04
    Mean Annual Return0.741.04
    R-squared (against Standard Index)81.1983.37
    Standard Deviation10.3911.77
    Sharpe Ratio0.841.06
    Treynor Ratio9.4811.88
    10 Years
    Alpha (against Standard Index)-0.580.19
    Beta (against Standard Index)0.811.02
    Mean Annual Return0.500.69
    R-squared (against Standard Index)82.6388.35
    Standard Deviation13.6816.59
    Sharpe Ratio0.380.46
    Treynor Ratio5.486.33