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    City National Rochdale Socly Rspnb Eq I (AHSRX)

    10.70 Down 0.04(0.37%) Aug 31

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):30.68%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.58%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.08-0.72
    Beta (against Standard Index)0.981.00
    Mean Annual Return1.111.32
    R-squared (against Standard Index)85.5791.25
    Standard Deviation9.108.97
    Sharpe Ratio1.461.77
    Treynor Ratio13.8816.67
    5 Years
    Alpha (against Standard Index)-4.54-1.77
    Beta (against Standard Index)1.001.03
    Mean Annual Return0.941.21
    R-squared (against Standard Index)93.2194.79
    Standard Deviation12.1612.42
    Sharpe Ratio0.921.17
    Treynor Ratio11.0214.29
    10 Years
    Alpha (against Standard Index)-2.25-0.64
    Beta (against Standard Index)0.991.01
    Mean Annual Return0.520.67
    R-squared (against Standard Index)91.1094.98
    Standard Deviation15.3415.28
    Sharpe Ratio0.320.44
    Treynor Ratio3.885.67