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Carne Hedged Equity Investor (CRNEX)

14.55 Up 0.04(0.28%) Aug 27

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up4
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):33.81%
Worst 1 Yr Total Return(Dec 30, 2011):8.02%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.62-1.33
Beta (against Standard Index)0.941.01
Mean Annual Return0.991.27
R-squared (against Standard Index)72.1993.11
Standard Deviation13.5412.76
Sharpe Ratio0.871.21
Treynor Ratio12.1615.60
5 Years
Alpha (against Standard Index)N/A-1.35
Beta (against Standard Index)N/A1.00
Mean Annual ReturnN/A1.26
R-squared (against Standard Index)N/A93.90
Standard DeviationN/A13.54
Sharpe RatioN/A1.12
Treynor RatioN/A15.37
10 Years
Alpha (against Standard Index)N/A-0.54
Beta (against Standard Index)N/A1.00
Mean Annual ReturnN/A0.69
R-squared (against Standard Index)N/A93.42
Standard DeviationN/A15.20
Sharpe RatioN/A0.45
Treynor RatioN/A5.88