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    James Alpha Global Real Estate Invsmts A (JAREX)

    18.58 Down 0.03(0.16%) Feb 22

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2012):33.89%
    Worst 1 Yr Total Return(Dec 30, 2011):-6.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.130.93
    Beta (against Standard Index)0.880.77
    Mean Annual Return0.620.46
    R-squared (against Standard Index)64.0349.61
    Standard Deviation12.1412.12
    Sharpe Ratio0.600.45
    Treynor Ratio7.636.61
    5 Years
    Alpha (against Standard Index)2.200.57
    Beta (against Standard Index)0.830.80
    Mean Annual Return0.810.65
    R-squared (against Standard Index)58.2051.14
    Standard Deviation12.1312.58
    Sharpe Ratio0.790.62
    Treynor Ratio11.129.22
    10 Years
    Alpha (against Standard Index)N/A-2.93
    Beta (against Standard Index)N/A1.08
    Mean Annual ReturnN/A0.21
    R-squared (against Standard Index)N/A75.56
    Standard DeviationN/A21.14
    Sharpe RatioN/A0.09
    Treynor RatioN/A-0.34