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    Parnassus Endeavor Investor (PARWX)

    31.47 Down 0.23(0.73%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):62.16%
    Worst 1 Yr Total Return(Dec 30, 2008):-29.93%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.81-1.82
    Beta (against Standard Index)0.941.06
    Mean Annual Return1.270.93
    R-squared (against Standard Index)78.9985.11
    Standard Deviation11.4712.52
    Sharpe Ratio1.320.89
    Treynor Ratio16.6110.23
    5 Years
    Alpha (against Standard Index)3.58-2.49
    Beta (against Standard Index)0.991.08
    Mean Annual Return1.491.09
    R-squared (against Standard Index)85.8687.60
    Standard Deviation12.5413.53
    Sharpe Ratio1.420.97
    Treynor Ratio18.6211.95
    10 Years
    Alpha (against Standard Index)4.130.25
    Beta (against Standard Index)1.081.02
    Mean Annual Return1.100.74
    R-squared (against Standard Index)87.5088.61
    Standard Deviation17.6816.62
    Sharpe Ratio0.700.48
    Treynor Ratio10.556.73