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Cohen & Steers Realty Shares Instl (CSRIX)
On
Dec 24
:
31.35
0.35
(1.13%)
MORE ON CSRIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
38.78%
Worst 1 Yr Total Return
(2008)
:
-34.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSRIX
Category
Alpha (against Standard Index)
0.95
-1.50
Beta (against Standard Index)
1.60
1.61
Mean Annual Return
-13.33
-0.77
R-squared (against Standard Index)
68
67.75
Standard Deviation
38.51
38.87
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-9.73
N/A
5 Years
Statistic
CSRIX
Category
Alpha (against Standard Index)
5.41
2.65
Beta (against Standard Index)
1.59
1.60
Mean Annual Return
1.87
0.34
R-squared (against Standard Index)
66
66.27
Standard Deviation
31.32
31.51
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.70
N/A
10 Years
Statistic
CSRIX
Category
Alpha (against Standard Index)
N/A
11.10
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
1.01
R-squared (against Standard Index)
N/A
36.04
Standard Deviation
N/A
24.18
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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