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Wednesday, December 16, 2009, 8:28PM ET - U.S. Markets Closed. Dow  0.10% Nasdaq  0.27%

Commonwealth Japan (CNJFX)

On Dec 16: 2.73   0.04 (1.49%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 1 Number of Years Down: 4 Best 1 Yr Total Return (2005): 21.45% Worst 1 Yr Total Return (2008): -23.40% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CNJFX Category Alpha (against Standard Index) -9.18 -12.18 Beta (against Standard Index) 0.61 0.85 Mean Annual Return -10.88 -1.18 R-squared (against Standard Index) 69 77.18 Standard Deviation 17.38 23.08 Sharpe Ratio -0.70 N/A Treynor Ratio -21.68 N/A 5 Years Statistic CNJFX Category Alpha (against Standard Index) -6.91 -7.87 Beta (against Standard Index) 0.65 0.89 Mean Annual Return -3.14 -0.18 R-squared (against Standard Index) 66 67.61 Standard Deviation 15.70 21.38 Sharpe Ratio -0.31 N/A Treynor Ratio -9.45 N/A 10 Years Statistic CNJFX Category Alpha (against Standard Index) -10.89 -6.57 Beta (against Standard Index) 0.61 0.81 Mean Annual Return -8.59 -0.26 R-squared (against Standard Index) 44 49.19 Standard Deviation 16.36 21.00 Sharpe Ratio -0.64 N/A Treynor Ratio -18.91 N/A
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