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Croft Income (CLINX)
On
Dec 4
:
9.76
0.02
(0.20%)
MORE ON CLINX
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Research Reports
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
(2004)
:
5.85%
Worst 1 Yr Total Return
(2008)
:
-5.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CLINX
Category
Alpha (against Standard Index)
-1.64
-3.96
Beta (against Standard Index)
0.79
2.03
Mean Annual Return
3.77
0.52
R-squared (against Standard Index)
48
63.33
Standard Deviation
4.59
10.37
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.71
N/A
5 Years
Statistic
CLINX
Category
Alpha (against Standard Index)
-0.97
-1.99
Beta (against Standard Index)
0.73
1.79
Mean Annual Return
3.47
0.38
R-squared (against Standard Index)
48
60.43
Standard Deviation
3.80
8.43
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.61
N/A
10 Years
Statistic
CLINX
Category
Alpha (against Standard Index)
0.02
-2.12
Beta (against Standard Index)
0.82
1.94
Mean Annual Return
5.68
0.60
R-squared (against Standard Index)
47
62.29
Standard Deviation
4.41
9.24
Sharpe Ratio
0.60
N/A
Treynor Ratio
3.30
N/A
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