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 Dow Up0.36% Nasdaq Up0.71%

AdvisorOne Amerigo N (CLSAX)

18.40 Up 0.10(0.55%) Jul 22

Risk as of Jun 29, 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
Alpha (against Standard Index)-8.07-2.15
Beta (against Standard Index)1.161.05
Mean Annual Return0.881.23
R-squared (against Standard Index)94.7695.19
Standard Deviation14.5613.16
Sharpe Ratio0.721.13
Treynor Ratio8.6014.32
5 Years
Alpha (against Standard Index)-5.16-1.53
Beta (against Standard Index)1.101.02
Mean Annual Return1.251.43
R-squared (against Standard Index)95.1595.94
Standard Deviation15.1914.02
Sharpe Ratio0.981.23
Treynor Ratio13.3117.07
10 Years
Alpha (against Standard Index)-0.99-0.42
Beta (against Standard Index)1.101.01
Mean Annual Return0.700.69
R-squared (against Standard Index)92.8895.07
Standard Deviation16.8815.29
Sharpe Ratio0.400.44
Treynor Ratio5.015.71