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Comstock Capital Value R (CPCRX)
On
Dec 4
:
2.34
0.02
(0.85%)
MORE ON CPCRX
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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)
:
54.98%
Worst 1 Yr Total Return
(2004)
:
-13.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CPCRX
Category
Alpha (against Standard Index)
-16.02
-18.07
Beta (against Standard Index)
16.09
9.14
Mean Annual Return
5.26
-0.32
R-squared (against Standard Index)
12
5.10
Standard Deviation
21.84
29.53
Sharpe Ratio
0.22
N/A
Treynor Ratio
0.18
N/A
5 Years
Statistic
CPCRX
Category
Alpha (against Standard Index)
-15.07
-14.19
Beta (against Standard Index)
15.72
9.42
Mean Annual Return
-2.03
-0.36
R-squared (against Standard Index)
13
5.48
Standard Deviation
18.11
23.52
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-0.32
N/A
10 Years
Statistic
CPCRX
Category
Alpha (against Standard Index)
-7.79
-4.68
Beta (against Standard Index)
11.55
5.56
Mean Annual Return
-0.01
0.13
R-squared (against Standard Index)
4
1.63
Standard Deviation
20.54
25.74
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-0.26
N/A
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