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C.R. Navarra PP (CRNAVARRAPP.BC)

23.00 0.00(0.00%) Oct 15

Risk as of Sep 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)-5.14-5.25
Beta (against Standard Index)1.051.14
Mean Annual Return0.300.35
R-squared (against Standard Index)94.3091.33
Standard Deviation9.9310.95
Sharpe Ratio0.360.37
Treynor Ratio2.973.12
5 Years
StatisticCRNAVARRAPP.BCCategory
Alpha (against Standard Index)-4.44-5.09
Beta (against Standard Index)1.081.14
Mean Annual Return0.090.06
R-squared (against Standard Index)94.4294.04
Standard Deviation12.2813.05
Sharpe Ratio0.080.05
Treynor Ratio0.22-0.18
10 Years
StatisticCRNAVARRAPP.BCCategory
Alpha (against Standard Index)-3.98-3.31
Beta (against Standard Index)1.061.08
Mean Annual Return0.230.29
R-squared (against Standard Index)94.4893.65
Standard Deviation12.3712.62
Sharpe Ratio0.100.16
Treynor Ratio0.441.11