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Chesapeake Growth Instl (CHESX)
On
Dec 24
:
12.53
0.05
(0.40%)
MORE ON CHESX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
CHESX
Category
Alpha (against Standard Index)
4.24
2.05
Beta (against Standard Index)
1.17
1.08
Mean Annual Return
-4.06
-0.20
R-squared (against Standard Index)
84
84.21
Standard Deviation
25.42
23.41
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.40
N/A
5 Years
Statistic
CHESX
Category
Alpha (against Standard Index)
2.21
1.56
Beta (against Standard Index)
1.19
1.11
Mean Annual Return
1.73
0.29
R-squared (against Standard Index)
80
80.86
Standard Deviation
21.27
19.91
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.06
N/A
10 Years
Statistic
CHESX
Category
Alpha (against Standard Index)
2.55
3.33
Beta (against Standard Index)
1.24
1.11
Mean Annual Return
-0.75
0.32
R-squared (against Standard Index)
56
61.70
Standard Deviation
26.69
23.38
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.97
N/A
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