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Cohen & Steers Global Realty A (CSFAX)
On
Dec 1
:
37.35
0.82
(2.24%)
MORE ON CSFAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
32.14%
Worst 1 Yr Total Return
(2008)
:
-42.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSFAX
Category
Alpha (against Standard Index)
-8.03
-4.82
Beta (against Standard Index)
1.14
1.11
Mean Annual Return
-15.16
-0.65
R-squared (against Standard Index)
71
79.58
Standard Deviation
32.16
29.81
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-15.46
N/A
5 Years
Statistic
CSFAX
Category
Alpha (against Standard Index)
-3.90
-1.67
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
-0.17
0.48
R-squared (against Standard Index)
65
72.47
Standard Deviation
26.53
25.90
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.95
N/A
10 Years
Statistic
CSFAX
Category
Alpha (against Standard Index)
9.02
8.98
Beta (against Standard Index)
0.90
0.83
Mean Annual Return
10.51
1.04
R-squared (against Standard Index)
51
50.65
Standard Deviation
22.51
21.10
Sharpe Ratio
0.43
N/A
Treynor Ratio
8.42
N/A
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