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Cohen & Steers Global Realty C (CSFCX)
On
Dec 1
:
37.12
0.80
(2.20%)
MORE ON CSFCX
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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)
:
31.28%
Worst 1 Yr Total Return
(2008)
:
-43.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSFCX
Category
Alpha (against Standard Index)
-8.67
-4.82
Beta (against Standard Index)
1.14
1.11
Mean Annual Return
-15.70
-0.65
R-squared (against Standard Index)
71
79.58
Standard Deviation
32.13
29.81
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-15.95
N/A
5 Years
Statistic
CSFCX
Category
Alpha (against Standard Index)
-4.56
-1.67
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
-0.82
0.48
R-squared (against Standard Index)
65
72.47
Standard Deviation
26.51
25.90
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.56
N/A
10 Years
Statistic
CSFCX
Category
Alpha (against Standard Index)
8.43
8.98
Beta (against Standard Index)
0.89
0.83
Mean Annual Return
9.87
1.04
R-squared (against Standard Index)
51
50.65
Standard Deviation
22.50
21.10
Sharpe Ratio
0.40
N/A
Treynor Ratio
7.72
N/A
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