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    C.R. Navarra PP (CRNAVARRAPP.BC)

    23.12 0.00(0.00%) Dec 10

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up17
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):10.44%
    Worst 1 Yr Total Return(Dec 30, 2008):-9.08%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCRNAVARRAPP.BCCategory
    Alpha (against Standard Index)-5.32-6.05
    Beta (against Standard Index)1.071.16
    Mean Annual Return0.320.32
    R-squared (against Standard Index)93.3590.15
    Standard Deviation9.0810.06
    Sharpe Ratio0.410.37
    Treynor Ratio3.172.80
    5 Years
    StatisticCRNAVARRAPP.BCCategory
    Alpha (against Standard Index)-4.93-5.20
    Beta (against Standard Index)1.081.14
    Mean Annual Return0.000.00
    R-squared (against Standard Index)95.1993.85
    Standard Deviation12.2213.07
    Sharpe Ratio-0.01-0.01
    Treynor Ratio-0.75-0.81
    10 Years
    StatisticCRNAVARRAPP.BCCategory
    Alpha (against Standard Index)-4.00-3.40
    Beta (against Standard Index)1.071.08
    Mean Annual Return0.160.21
    R-squared (against Standard Index)94.3893.39
    Standard Deviation12.2612.47
    Sharpe Ratio0.030.08
    Treynor Ratio-0.340.26