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Cohen & Steers Realty Income A (CSEIX)
On
Dec 24
:
9.28
0.11
(1.20%)
MORE ON CSEIX
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Research Reports
Risk
As of 30-Nov-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)
:
29.91%
Worst 1 Yr Total Return
(2008)
:
-36.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSEIX
Category
Alpha (against Standard Index)
0.17
-1.50
Beta (against Standard Index)
1.60
1.61
Mean Annual Return
-13.85
-0.77
R-squared (against Standard Index)
68
67.75
Standard Deviation
38.18
38.87
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-10.11
N/A
5 Years
Statistic
CSEIX
Category
Alpha (against Standard Index)
1.95
2.65
Beta (against Standard Index)
1.56
1.60
Mean Annual Return
-1.35
0.34
R-squared (against Standard Index)
67
66.27
Standard Deviation
30.64
31.51
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.77
N/A
10 Years
Statistic
CSEIX
Category
Alpha (against Standard Index)
10.59
11.10
Beta (against Standard Index)
0.85
0.89
Mean Annual Return
9.17
1.01
R-squared (against Standard Index)
34
36.04
Standard Deviation
23.54
24.18
Sharpe Ratio
0.37
N/A
Treynor Ratio
7.36
N/A
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