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Copley (COPLX)
On
Dec 24
:
41.88
0.19
(0.46%)
MORE ON COPLX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
19.70%
Worst 1 Yr Total Return
(2008)
:
-15.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
COPLX
Category
Alpha (against Standard Index)
-6.30
-1.37
Beta (against Standard Index)
0.49
1.02
Mean Annual Return
-8.47
-0.45
R-squared (against Standard Index)
30
94.58
Standard Deviation
17.74
20.79
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-21.95
N/A
5 Years
Statistic
COPLX
Category
Alpha (against Standard Index)
-1.75
-0.29
Beta (against Standard Index)
0.52
1.01
Mean Annual Return
-0.48
0.14
R-squared (against Standard Index)
31
93.49
Standard Deviation
14.81
16.81
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-6.73
N/A
10 Years
Statistic
COPLX
Category
Alpha (against Standard Index)
0.34
2.74
Beta (against Standard Index)
0.44
0.88
Mean Annual Return
1.35
0.31
R-squared (against Standard Index)
28
81.33
Standard Deviation
13.42
15.97
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-3.61
N/A
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