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RidgeWorth Large Cap Core Equity A (CFVIX)
On
Dec 21
:
12.63
0.13
(1.04%)
MORE ON CFVIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.89%
Worst 1 Yr Total Return
(2008)
:
-37.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CFVIX
Category
Alpha (against Standard Index)
-1.22
0.06
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-6.88
-0.33
R-squared (against Standard Index)
97
95.82
Standard Deviation
19.86
20.42
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.27
N/A
5 Years
Statistic
CFVIX
Category
Alpha (against Standard Index)
0.08
0.04
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.81
0.17
R-squared (against Standard Index)
96
95.19
Standard Deviation
15.97
16.64
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.22
N/A
10 Years
Statistic
CFVIX
Category
Alpha (against Standard Index)
1.47
0.81
Beta (against Standard Index)
0.89
0.96
Mean Annual Return
1.31
0.14
R-squared (against Standard Index)
92
91.13
Standard Deviation
15.05
16.39
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.81
N/A
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