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City National Rochdale Socly Rspnb Eq I (AHSRX)

11.75 Up 0.03(0.26%) Sep 18

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up5
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)-2.14-1.98
Beta (against Standard Index)0.971.04
Mean Annual Return1.411.53
R-squared (against Standard Index)93.0694.78
Standard Deviation11.6912.39
Sharpe Ratio1.441.49
Treynor Ratio17.8918.46
5 Years
Alpha (against Standard Index)-1.76-1.58
Beta (against Standard Index)0.941.02
Mean Annual Return1.151.28
R-squared (against Standard Index)93.0495.80
Standard Deviation12.8413.82
Sharpe Ratio1.071.12
Treynor Ratio14.5815.09
10 Years
Alpha (against Standard Index)N/A-0.45
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.73
R-squared (against Standard Index)N/A95.08
Standard DeviationN/A15.27
Sharpe RatioN/A0.48
Treynor RatioN/A6.30