Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 2, 2009, 12:32AM ET - U.S. Markets open in 8 hours and 58 minutes.
Dow
1.23%
Nasdaq
1.46%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
API Efficient Frontier Value A (ADVAX)
On
Dec 1
:
10.43
0.17
(1.66%)
MORE ON ADVAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.04%
Worst 1 Yr Total Return
(2008)
:
-49.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ADVAX
Category
Alpha (against Standard Index)
2.40
2.78
Beta (against Standard Index)
1.38
1.14
Mean Annual Return
-9.58
-0.31
R-squared (against Standard Index)
90
88.48
Standard Deviation
28.39
23.83
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.71
N/A
5 Years
Statistic
ADVAX
Category
Alpha (against Standard Index)
2.06
2.11
Beta (against Standard Index)
1.41
1.17
Mean Annual Return
0.17
0.29
R-squared (against Standard Index)
88
86.78
Standard Deviation
23.84
20.06
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.03
N/A
10 Years
Statistic
ADVAX
Category
Alpha (against Standard Index)
4.84
6.25
Beta (against Standard Index)
1.44
1.05
Mean Annual Return
0.71
0.54
R-squared (against Standard Index)
82
72.80
Standard Deviation
25.60
19.97
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.57
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center