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Sunday, December 6, 2009, 7:15AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

AssetMark Real Estate Securities (AFREX)

On Dec 4: 9.28   0.26 (2.88%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 36.23% Worst 1 Yr Total Return (2008): -44.19% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic AFREX Category Alpha (against Standard Index) -4.83 0.21 Beta (against Standard Index) 1.61 1.63 Mean Annual Return -19.93 -0.83 R-squared (against Standard Index) 72 67.53 Standard Deviation 37.01 38.84 Sharpe Ratio -0.47 N/A Treynor Ratio -13.87 N/A 5 Years Statistic AFREX Category Alpha (against Standard Index) 0.70 2.84 Beta (against Standard Index) 1.60 1.61 Mean Annual Return -3.33 0.30 R-squared (against Standard Index) 70 66.12 Standard Deviation 30.41 31.52 Sharpe Ratio -0.05 N/A Treynor Ratio -3.98 N/A 10 Years Statistic AFREX Category Alpha (against Standard Index) N/A 10.64 Beta (against Standard Index) N/A 0.89 Mean Annual Return N/A 0.94 R-squared (against Standard Index) N/A 35.37 Standard Deviation N/A 24.16 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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