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Commonwealth Real Estate Securities (CNREX)
On
Dec 17
:
8.99
0.06
(0.66%)
MORE ON CNREX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
19.92%
Worst 1 Yr Total Return
(2008)
:
-37.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CNREX
Category
Alpha (against Standard Index)
-3.76
-1.50
Beta (against Standard Index)
1.25
1.61
Mean Annual Return
-12.60
-0.77
R-squared (against Standard Index)
77
67.75
Standard Deviation
28.31
38.87
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-11.87
N/A
5 Years
Statistic
CNREX
Category
Alpha (against Standard Index)
-1.49
2.65
Beta (against Standard Index)
1.26
1.60
Mean Annual Return
-2.42
0.34
R-squared (against Standard Index)
77
66.27
Standard Deviation
22.98
31.51
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.30
N/A
10 Years
Statistic
CNREX
Category
Alpha (against Standard Index)
N/A
11.10
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
1.01
R-squared (against Standard Index)
N/A
36.04
Standard Deviation
N/A
24.18
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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