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Tuesday, December 1, 2009, 11:32PM ET - U.S. Markets Closed.
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Capital Advisors Growth (CIAOX)
On
Dec 1
:
15.47
0.20
(1.31%)
MORE ON CIAOX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
12.96%
Worst 1 Yr Total Return
(2008)
:
-29.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CIAOX
Category
Alpha (against Standard Index)
2.50
2.45
Beta (against Standard Index)
0.79
1.00
Mean Annual Return
-2.62
-0.24
R-squared (against Standard Index)
84
88.47
Standard Deviation
16.86
20.84
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.35
N/A
5 Years
Statistic
CIAOX
Category
Alpha (against Standard Index)
1.43
0.94
Beta (against Standard Index)
0.85
1.01
Mean Annual Return
2.11
0.21
R-squared (against Standard Index)
79
86.37
Standard Deviation
15.25
17.46
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.07
N/A
10 Years
Statistic
CIAOX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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