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Century Shares Trust Inv (CENVX)
On
Dec 17
:
17.92
0.21
(1.16%)
MORE ON CENVX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.01%
Worst 1 Yr Total Return
(2008)
:
-36.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CENVX
Category
Alpha (against Standard Index)
-1.22
2.20
Beta (against Standard Index)
0.81
0.99
Mean Annual Return
-5.24
-0.14
R-squared (against Standard Index)
94
88.76
Standard Deviation
16.54
21.04
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.29
N/A
5 Years
Statistic
CENVX
Category
Alpha (against Standard Index)
-1.28
0.80
Beta (against Standard Index)
0.80
1.01
Mean Annual Return
0.01
0.24
R-squared (against Standard Index)
92
86.59
Standard Deviation
13.41
17.50
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.72
N/A
10 Years
Statistic
CENVX
Category
Alpha (against Standard Index)
4.60
-0.13
Beta (against Standard Index)
0.71
1.04
Mean Annual Return
4.67
0.05
R-squared (against Standard Index)
45
78.99
Standard Deviation
17.06
19.17
Sharpe Ratio
0.18
N/A
Treynor Ratio
2.47
N/A
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