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Friday, December 25, 2009, 2:36AM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Chesapeake Core Growth (CHCGX)On Dec 24: 13.98  Up 0.05 (0.36%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):15.86%
Worst 1 Yr Total Return (2008):-50.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCHCGXCategory
Alpha (against Standard Index)-0.702.20
Beta (against Standard Index)1.120.99
Mean Annual Return-8.00-0.14
R-squared (against Standard Index)8888.76
Standard Deviation23.6821.04
Sharpe Ratio-0.32N/A
Treynor Ratio-9.16N/A
5 Years
StatisticCHCGXCategory
Alpha (against Standard Index)-2.540.80
Beta (against Standard Index)1.121.01
Mean Annual Return-2.560.24
R-squared (against Standard Index)8786.59
Standard Deviation19.3617.50
Sharpe Ratio-0.19N/A
Treynor Ratio-4.93N/A
10 Years
StatisticCHCGXCategory
Alpha (against Standard Index)2.01-0.13
Beta (against Standard Index)1.111.04
Mean Annual Return0.380.05
R-squared (against Standard Index)7678.99
Standard Deviation20.5819.17
Sharpe Ratio-0.02N/A
Treynor Ratio-2.30N/A

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