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Friday, December 18, 2009, 12:51AM ET - U.S. Markets open in 8 hours and 39 minutes. Dow Down 1.27% Nasdaq Down 1.22%
Commonwealth Real Estate Securities (CNREX)On Dec 17: 8.99  Down 0.06 (0.66%)  
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Risk  As of 30-Nov-09Get 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
StatisticCNREXCategory
Alpha (against Standard Index)-3.76-1.50
Beta (against Standard Index)1.251.61
Mean Annual Return-12.60-0.77
R-squared (against Standard Index)7767.75
Standard Deviation28.3138.87
Sharpe Ratio-0.41N/A
Treynor Ratio-11.87N/A
5 Years
StatisticCNREXCategory
Alpha (against Standard Index)-1.492.65
Beta (against Standard Index)1.261.60
Mean Annual Return-2.420.34
R-squared (against Standard Index)7766.27
Standard Deviation22.9831.51
Sharpe Ratio-0.12N/A
Treynor Ratio-4.30N/A
10 Years
StatisticCNREXCategory
Alpha (against Standard Index)N/A11.10
Beta (against Standard Index)N/A0.89
Mean Annual ReturnN/A1.01
R-squared (against Standard Index)N/A36.04
Standard DeviationN/A24.18
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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