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Thursday, December 17, 2009, 7:11PM ET - U.S. Markets Closed. Dow  1.27% Nasdaq  1.22%

Commonwealth Australia/New Zealand (CNZLX)

On Dec 17: 9.86   0.12 (1.20%)

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Risk  As of 30-Nov-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 (2006): 24.26% Worst 1 Yr Total Return (2008): -39.48% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic CNZLX Category Alpha (against Standard Index) 5.19 17.09 Beta (against Standard Index) 0.93 1.24 Mean Annual Return -0.37 1.10 R-squared (against Standard Index) 77 74.51 Standard Deviation 25.30 34.56 Sharpe Ratio 0.02 N/A Treynor Ratio -2.84 N/A 5 Years Statistic CNZLX Category Alpha (against Standard Index) 0.57 11.06 Beta (against Standard Index) 0.90 1.23 Mean Annual Return 4.29 1.48 R-squared (against Standard Index) 74 74.35 Standard Deviation 20.51 28.13 Sharpe Ratio 0.16 N/A Treynor Ratio 1.45 N/A 10 Years Statistic CNZLX Category Alpha (against Standard Index) 6.72 8.85 Beta (against Standard Index) 0.81 1.12 Mean Annual Return 8.67 1.04 R-squared (against Standard Index) 59 63.59 Standard Deviation 18.87 25.42 Sharpe Ratio 0.38 N/A Treynor Ratio 7.10 N/A
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