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Sunday, December 27, 2009, 11:15AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Chesapeake Growth Instl (CHESX)On Dec 24: 12.53  Up 0.05 (0.40%)  
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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):21.42%
Worst 1 Yr Total Return (2008):-49.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCHESXCategory
Alpha (against Standard Index)4.242.05
Beta (against Standard Index)1.171.08
Mean Annual Return-4.06-0.20
R-squared (against Standard Index)8484.21
Standard Deviation25.4223.41
Sharpe Ratio-0.12N/A
Treynor Ratio-5.40N/A
5 Years
StatisticCHESXCategory
Alpha (against Standard Index)2.211.56
Beta (against Standard Index)1.191.11
Mean Annual Return1.730.29
R-squared (against Standard Index)8080.86
Standard Deviation21.2719.91
Sharpe Ratio0.05N/A
Treynor Ratio-1.06N/A
10 Years
StatisticCHESXCategory
Alpha (against Standard Index)2.553.33
Beta (against Standard Index)1.241.11
Mean Annual Return-0.750.32
R-squared (against Standard Index)5661.70
Standard Deviation26.6923.38
Sharpe Ratio0.00N/A
Treynor Ratio-2.97N/A

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