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Century Small Cap Select Inv (CSMVX)
On
Dec 4
:
16.56
0.32
(1.97%)
MORE ON CSMVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
11.93%
Worst 1 Yr Total Return
(2008)
:
-39.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSMVX
Category
Alpha (against Standard Index)
-1.19
1.71
Beta (against Standard Index)
1.02
1.15
Mean Annual Return
-8.66
-0.40
R-squared (against Standard Index)
88
85.55
Standard Deviation
21.26
24.28
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.84
N/A
5 Years
Statistic
CSMVX
Category
Alpha (against Standard Index)
-2.02
1.12
Beta (against Standard Index)
1.03
1.19
Mean Annual Return
-2.02
0.21
R-squared (against Standard Index)
86
81.02
Standard Deviation
17.61
21.15
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.91
N/A
10 Years
Statistic
CSMVX
Category
Alpha (against Standard Index)
N/A
5.25
Beta (against Standard Index)
N/A
1.18
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
56.73
Standard Deviation
N/A
25.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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