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C.R. Navarra PP (CRNAVARRAPP.BC)

23.67 Up 0.04(0.17%) Sep 21

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up18
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):10.44%
Worst 1 Yr Total Return(Dec 30, 2008):-9.08%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCRNAVARRAPP.BCCategory
Alpha (against Standard Index)-0.57-2.43
Beta (against Standard Index)0.480.70
Mean Annual Return0.200.27
R-squared (against Standard Index)80.1361.37
Standard Deviation2.514.09
Sharpe Ratio0.950.84
Treynor Ratio4.965.89
5 Years
StatisticCRNAVARRAPP.BCCategory
Alpha (against Standard Index)-0.74-2.08
Beta (against Standard Index)0.540.69
Mean Annual Return0.280.30
R-squared (against Standard Index)60.6649.11
Standard Deviation3.034.32
Sharpe Ratio1.010.82
Treynor Ratio5.725.28
10 Years
StatisticCRNAVARRAPP.BCCategory
Alpha (against Standard Index)-2.20-2.24
Beta (against Standard Index)0.640.67
Mean Annual Return0.140.16
R-squared (against Standard Index)53.9248.88
Standard Deviation3.834.26
Sharpe Ratio0.080.16
Treynor Ratio0.361.04