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AMIDEX Cancer Innovation & Healthcare (CNCRX)
On
Dec 8
:
7.24
0.03
(0.41%)
MORE ON CNCRX
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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
(2005)
:
17.08%
Worst 1 Yr Total Return
(2008)
:
-5.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CNCRX
Category
Alpha (against Standard Index)
-1.57
2.21
Beta (against Standard Index)
0.34
0.72
Mean Annual Return
-2.40
-0.08
R-squared (against Standard Index)
33
62.22
Standard Deviation
11.48
18.26
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-14.22
N/A
5 Years
Statistic
CNCRX
Category
Alpha (against Standard Index)
2.01
2.35
Beta (against Standard Index)
0.36
0.73
Mean Annual Return
3.95
0.36
R-squared (against Standard Index)
25
57.56
Standard Deviation
11.34
15.68
Sharpe Ratio
0.13
N/A
Treynor Ratio
2.55
N/A
10 Years
Statistic
CNCRX
Category
Alpha (against Standard Index)
N/A
6.46
Beta (against Standard Index)
N/A
0.61
Mean Annual Return
N/A
0.65
R-squared (against Standard Index)
N/A
28.51
Standard Deviation
N/A
19.99
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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