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Roosevelt Multi-Cap (BULLX)

19.44 Up 0.17(0.88%) Sep 16

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up9
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2003):41.27%
Worst 1 Yr Total Return(Dec 30, 2008):-27.86%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-4.81-3.35
Beta (against Standard Index)0.971.10
Mean Annual Return1.181.50
R-squared (against Standard Index)83.8987.42
Standard Deviation12.3013.63
Sharpe Ratio1.151.33
Treynor Ratio14.6517.01
5 Years
Alpha (against Standard Index)-2.84-1.60
Beta (against Standard Index)0.941.07
Mean Annual Return1.061.34
R-squared (against Standard Index)84.6190.33
Standard Deviation13.4814.87
Sharpe Ratio0.941.08
Treynor Ratio13.2115.04
10 Years
Alpha (against Standard Index)1.840.35
Beta (against Standard Index)0.831.03
Mean Annual Return0.810.81
R-squared (against Standard Index)79.1087.64
Standard Deviation13.7816.23
Sharpe Ratio0.590.50
Treynor Ratio9.106.98