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COUNTRY Growth A (CGRAX)
On
Dec 11
:
19.51
0.05
(0.26%)
MORE ON CGRAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.38%
Worst 1 Yr Total Return
(2008)
:
-30.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CGRAX
Category
Alpha (against Standard Index)
1.61
0.06
Beta (against Standard Index)
0.93
1.00
Mean Annual Return
-3.65
-0.33
R-squared (against Standard Index)
97
95.82
Standard Deviation
18.79
20.42
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.34
N/A
5 Years
Statistic
CGRAX
Category
Alpha (against Standard Index)
0.14
0.04
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
1.08
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
15.09
16.64
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.06
N/A
10 Years
Statistic
CGRAX
Category
Alpha (against Standard Index)
1.58
0.81
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
1.52
0.14
R-squared (against Standard Index)
95
91.13
Standard Deviation
14.65
16.39
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.60
N/A
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