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CRA Qualified Investment Instl (CRANX)
On
Dec 18
:
10.77
0.01
(0.09%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
4.69%
Worst 1 Yr Total Return
(2008)
:
4.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CRANX
Category
Alpha (against Standard Index)
0.65
-1.73
Beta (against Standard Index)
0.67
1.02
Mean Annual Return
5.71
0.39
R-squared (against Standard Index)
74
59.65
Standard Deviation
3.10
5.93
Sharpe Ratio
1.04
N/A
Treynor Ratio
5.13
N/A
5 Years
Statistic
CRANX
Category
Alpha (against Standard Index)
0.01
-1.13
Beta (against Standard Index)
0.75
0.98
Mean Annual Return
4.89
0.35
R-squared (against Standard Index)
80
61.85
Standard Deviation
3.00
4.90
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.52
N/A
10 Years
Statistic
CRANX
Category
Alpha (against Standard Index)
-0.46
-0.67
Beta (against Standard Index)
0.93
0.96
Mean Annual Return
5.71
0.46
R-squared (against Standard Index)
85
70.95
Standard Deviation
3.83
4.48
Sharpe Ratio
0.72
N/A
Treynor Ratio
2.99
N/A
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