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AdvisorOne CLS Global Diversified Eq N (CLSAX)

18.52 Up 0.07(0.38%) Nov 26

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up11
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 1999):41.22%
Worst 1 Yr Total Return(Dec 30, 2008):-42.76%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCLSAXCategory
Alpha (against Standard Index)-5.75-1.88
Beta (against Standard Index)1.021.03
Mean Annual Return1.101.43
R-squared (against Standard Index)91.1292.19
Standard Deviation9.739.74
Sharpe Ratio1.361.77
Treynor Ratio13.2017.64
5 Years
StatisticCLSAXCategory
Alpha (against Standard Index)-5.59-1.76
Beta (against Standard Index)1.101.02
Mean Annual Return1.031.25
R-squared (against Standard Index)95.2895.74
Standard Deviation14.7813.75
Sharpe Ratio0.831.09
Treynor Ratio10.7914.72
10 Years
StatisticCLSAXCategory
Alpha (against Standard Index)-1.55-0.58
Beta (against Standard Index)1.101.01
Mean Annual Return0.690.71
R-squared (against Standard Index)92.7095.09
Standard Deviation16.8815.30
Sharpe Ratio0.400.46
Treynor Ratio4.946.02