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Century Shares Trust Instl (CENSX)
On
Dec 24
:
18.47
0.07
(0.38%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
12.51%
Worst 1 Yr Total Return
(2008)
:
-36.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CENSX
Category
Alpha (against Standard Index)
-0.94
2.20
Beta (against Standard Index)
0.81
0.99
Mean Annual Return
-4.98
-0.14
R-squared (against Standard Index)
94
88.76
Standard Deviation
16.56
21.04
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-8.96
N/A
5 Years
Statistic
CENSX
Category
Alpha (against Standard Index)
-0.86
0.80
Beta (against Standard Index)
0.80
1.01
Mean Annual Return
0.43
0.24
R-squared (against Standard Index)
92
86.59
Standard Deviation
13.41
17.50
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.19
N/A
10 Years
Statistic
CENSX
Category
Alpha (against Standard Index)
4.93
-0.13
Beta (against Standard Index)
0.71
1.04
Mean Annual Return
5.02
0.05
R-squared (against Standard Index)
45
78.99
Standard Deviation
17.06
19.17
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.96
N/A
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