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Credit Suisse High Income A (CHIAX)
On
Dec 21
:
6.42
0.00
(0.00%)
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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
(2004)
:
11.41%
Worst 1 Yr Total Return
(2008)
:
-27.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CHIAX
Category
Alpha (against Standard Index)
-3.35
-3.31
Beta (against Standard Index)
1.33
1.15
Mean Annual Return
2.91
0.30
R-squared (against Standard Index)
10
10.85
Standard Deviation
16.61
15.35
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.49
N/A
5 Years
Statistic
CHIAX
Category
Alpha (against Standard Index)
-0.60
-0.58
Beta (against Standard Index)
1.07
0.95
Mean Annual Return
4.21
0.39
R-squared (against Standard Index)
9
9.33
Standard Deviation
13.03
12.17
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.14
N/A
10 Years
Statistic
CHIAX
Category
Alpha (against Standard Index)
1.25
0.41
Beta (against Standard Index)
0.56
0.52
Mean Annual Return
5.62
0.42
R-squared (against Standard Index)
4
3.87
Standard Deviation
10.69
10.75
Sharpe Ratio
0.29
N/A
Treynor Ratio
4.82
N/A
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