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  •  Dow Up0.18% Nasdaq Up0.45%

    Chase Growth N (CHASX)

    12.48 Up 0.03(0.24%) Dec 6

    Risk as of Nov 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up14
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):32.30%
    Worst 1 Yr Total Return(Dec 30, 2008):-33.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.69-2.08
    Beta (against Standard Index)0.951.04
    Mean Annual Return0.680.80
    R-squared (against Standard Index)82.1985.16
    Standard Deviation11.2912.28
    Sharpe Ratio0.710.78
    Treynor Ratio8.058.79
    5 Years
    Alpha (against Standard Index)-1.12-2.12
    Beta (against Standard Index)0.961.07
    Mean Annual Return1.031.24
    R-squared (against Standard Index)83.9586.21
    Standard Deviation10.8212.86
    Sharpe Ratio1.131.16
    Treynor Ratio12.9213.97
    10 Years
    Alpha (against Standard Index)0.200.31
    Beta (against Standard Index)0.841.02
    Mean Annual Return0.580.72
    R-squared (against Standard Index)87.0188.54
    Standard Deviation13.7216.63
    Sharpe Ratio0.450.47
    Treynor Ratio6.426.56