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Comstock Capital Value C (CPCCX)
On
Dec 1
:
2.15
0.03
(1.38%)
MORE ON CPCCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2008)
:
53.50%
Worst 1 Yr Total Return
(2004)
:
-13.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CPCCX
Category
Alpha (against Standard Index)
-17.57
-18.07
Beta (against Standard Index)
16.42
9.14
Mean Annual Return
4.07
-0.32
R-squared (against Standard Index)
13
5.10
Standard Deviation
21.91
29.53
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.10
N/A
5 Years
Statistic
CPCCX
Category
Alpha (against Standard Index)
-16.25
-14.19
Beta (against Standard Index)
15.91
9.42
Mean Annual Return
-3.06
-0.36
R-squared (against Standard Index)
14
5.48
Standard Deviation
18.16
23.52
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-0.38
N/A
10 Years
Statistic
CPCCX
Category
Alpha (against Standard Index)
-8.87
-4.68
Beta (against Standard Index)
11.68
5.56
Mean Annual Return
-1.01
0.13
R-squared (against Standard Index)
4
1.63
Standard Deviation
20.56
25.74
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-0.34
N/A
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