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California Investment CA Ins Interm (CATFX)

On Dec 24: 10.76   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2007): 3.90% Worst 1 Yr Total Return (2005): 0.71% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CATFX Category Alpha (against Standard Index) 0.83 -0.77 Beta (against Standard Index) 0.38 0.76 Mean Annual Return 3.87 0.25 R-squared (against Standard Index) 72 81.88 Standard Deviation 2.58 5.04 Sharpe Ratio 0.59 N/A Treynor Ratio 4.25 N/A 5 Years Statistic CATFX Category Alpha (against Standard Index) -0.41 -0.96 Beta (against Standard Index) 0.41 0.80 Mean Annual Return 3.21 0.27 R-squared (against Standard Index) 70 83.08 Standard Deviation 2.30 4.28 Sharpe Ratio 0.10 N/A Treynor Ratio 0.55 N/A 10 Years Statistic CATFX Category Alpha (against Standard Index) -0.58 -0.87 Beta (against Standard Index) 0.67 0.79 Mean Annual Return 4.15 0.35 R-squared (against Standard Index) 71 85.53 Standard Deviation 3.70 3.96 Sharpe Ratio 0.34 N/A Treynor Ratio 1.81 N/A
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