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Cohen & Steers Realty Income I (CSDIX)
On
Dec 8
:
8.86
0.06
(0.67%)
MORE ON CSDIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
30.48%
Worst 1 Yr Total Return
(2008)
:
-35.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSDIX
Category
Alpha (against Standard Index)
1.62
0.21
Beta (against Standard Index)
1.61
1.63
Mean Annual Return
-14.62
-0.83
R-squared (against Standard Index)
68
67.53
Standard Deviation
38.00
38.84
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-10.56
N/A
5 Years
Statistic
CSDIX
Category
Alpha (against Standard Index)
2.21
2.84
Beta (against Standard Index)
1.57
1.61
Mean Annual Return
-1.69
0.30
R-squared (against Standard Index)
66
66.12
Standard Deviation
30.54
31.52
Sharpe Ratio
0.00
N/A
Treynor Ratio
-3.01
N/A
10 Years
Statistic
CSDIX
Category
Alpha (against Standard Index)
10.39
10.64
Beta (against Standard Index)
0.84
0.89
Mean Annual Return
8.62
0.94
R-squared (against Standard Index)
33
35.37
Standard Deviation
23.50
24.16
Sharpe Ratio
0.35
N/A
Treynor Ratio
6.71
N/A
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