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C.R. Navarra PP (CRNAVARRAPP.BC)

23.05 0.00(0.00%) Aug 27

Risk as of Jul 30, 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)-4.01-4.96
Beta (against Standard Index)1.021.12
Mean Annual Return0.250.23
R-squared (against Standard Index)94.3092.19
Standard Deviation10.5011.67
Sharpe Ratio0.280.23
Treynor Ratio2.411.78
5 Years
StatisticCRNAVARRAPP.BCCategory
Alpha (against Standard Index)-4.31-5.15
Beta (against Standard Index)1.081.14
Mean Annual Return0.260.23
R-squared (against Standard Index)94.5494.26
Standard Deviation12.2812.98
Sharpe Ratio0.250.20
Treynor Ratio2.161.56
10 Years
StatisticCRNAVARRAPP.BCCategory
Alpha (against Standard Index)-3.95-3.32
Beta (against Standard Index)1.061.08
Mean Annual Return0.300.36
R-squared (against Standard Index)94.5093.75
Standard Deviation12.3312.52
Sharpe Ratio0.160.22
Treynor Ratio1.221.85