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Cohen & Steers Realty Shares (CSRSX)
On
Nov 30
:
44.20
1.69
(3.98%)
MORE ON CSRSX
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Risk
As of 31-Oct-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)
:
38.48%
Worst 1 Yr Total Return
(2008)
:
-34.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSRSX
Category
Alpha (against Standard Index)
2.39
0.21
Beta (against Standard Index)
1.63
1.63
Mean Annual Return
-14.19
-0.83
R-squared (against Standard Index)
68
67.53
Standard Deviation
38.40
38.84
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-10.21
N/A
5 Years
Statistic
CSRSX
Category
Alpha (against Standard Index)
5.46
2.84
Beta (against Standard Index)
1.60
1.61
Mean Annual Return
1.27
0.30
R-squared (against Standard Index)
66
66.12
Standard Deviation
31.27
31.52
Sharpe Ratio
0.11
N/A
Treynor Ratio
-1.10
N/A
10 Years
Statistic
CSRSX
Category
Alpha (against Standard Index)
12.50
10.64
Beta (against Standard Index)
0.91
0.89
Mean Annual Return
10.53
0.94
R-squared (against Standard Index)
36
35.37
Standard Deviation
24.26
24.16
Sharpe Ratio
0.42
N/A
Treynor Ratio
8.31
N/A
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