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  •  Dow Up0.15% Nasdaq Up0.36%

    Chase Growth N (CHASX)

    13.04 Up 0.04(0.31%) Dec 19

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up12
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):32.30%
    Worst 1 Yr Total Return(Dec 30, 2008):-33.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCHASXCategory
    Alpha (against Standard Index)-2.49-2.86
    Beta (against Standard Index)1.061.08
    Mean Annual Return1.521.53
    R-squared (against Standard Index)82.6381.14
    Standard Deviation10.5210.96
    Sharpe Ratio1.721.68
    Treynor Ratio18.0517.80
    5 Years
    StatisticCHASXCategory
    Alpha (against Standard Index)-0.63-1.71
    Beta (against Standard Index)0.941.07
    Mean Annual Return1.181.26
    R-squared (against Standard Index)88.2990.10
    Standard Deviation12.9714.66
    Sharpe Ratio1.081.03
    Treynor Ratio15.0014.01
    10 Years
    StatisticCHASXCategory
    Alpha (against Standard Index)0.000.09
    Beta (against Standard Index)0.841.03
    Mean Annual Return0.640.77
    R-squared (against Standard Index)85.1087.79
    Standard Deviation13.3816.20
    Sharpe Ratio0.460.47
    Treynor Ratio6.546.45