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Chase Growth Substantial Investor (CHAIX)
On
Dec 4
:
15.35
0.02
(0.13%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-33.31%
Worst 1 Yr Total Return
(2008)
:
-33.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CHAIX
Category
Alpha (against Standard Index)
-1.27
2.45
Beta (against Standard Index)
0.74
1.00
Mean Annual Return
-5.68
-0.24
R-squared (against Standard Index)
86
88.47
Standard Deviation
15.67
20.84
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.93
N/A
5 Years
Statistic
CHAIX
Category
Alpha (against Standard Index)
-0.74
0.94
Beta (against Standard Index)
0.77
1.01
Mean Annual Return
0.27
0.21
R-squared (against Standard Index)
82
86.37
Standard Deviation
13.53
17.46
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.59
N/A
10 Years
Statistic
CHAIX
Category
Alpha (against Standard Index)
1.22
0.18
Beta (against Standard Index)
0.66
1.04
Mean Annual Return
1.63
0.04
R-squared (against Standard Index)
68
78.62
Standard Deviation
12.94
19.22
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.03
N/A
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