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Monday, December 28, 2009, 5:35PM ET - U.S. Markets Closed. Dow Up 0.26% Nasdaq Up 0.24%
Copley (COPLX)On Dec 24: 41.88  Up 0.19 (0.46%)  
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Risk  As of 30-Nov-09Get 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
StatisticCOPLXCategory
Alpha (against Standard Index)-6.30-1.37
Beta (against Standard Index)0.491.02
Mean Annual Return-8.47-0.45
R-squared (against Standard Index)3094.58
Standard Deviation17.7420.79
Sharpe Ratio-0.53N/A
Treynor Ratio-21.95N/A
5 Years
StatisticCOPLXCategory
Alpha (against Standard Index)-1.75-0.29
Beta (against Standard Index)0.521.01
Mean Annual Return-0.480.14
R-squared (against Standard Index)3193.49
Standard Deviation14.8116.81
Sharpe Ratio-0.15N/A
Treynor Ratio-6.73N/A
10 Years
StatisticCOPLXCategory
Alpha (against Standard Index)0.342.74
Beta (against Standard Index)0.440.88
Mean Annual Return1.350.31
R-squared (against Standard Index)2881.33
Standard Deviation13.4215.97
Sharpe Ratio-0.04N/A
Treynor Ratio-3.61N/A

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