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Cohen & Steers Global Realty I (CSSPX)
On
Nov 27
:
35.82
1.00
(2.72%)
MORE ON CSSPX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
40.98%
Worst 1 Yr Total Return
(2008)
:
-42.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSSPX
Category
Alpha (against Standard Index)
-7.69
-4.82
Beta (against Standard Index)
1.14
1.11
Mean Annual Return
-14.86
-0.65
R-squared (against Standard Index)
71
79.58
Standard Deviation
32.16
29.81
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-15.21
N/A
5 Years
Statistic
CSSPX
Category
Alpha (against Standard Index)
-3.53
-1.67
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
0.20
0.48
R-squared (against Standard Index)
65
72.47
Standard Deviation
26.53
25.90
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.61
N/A
10 Years
Statistic
CSSPX
Category
Alpha (against Standard Index)
9.33
8.98
Beta (against Standard Index)
0.90
0.83
Mean Annual Return
10.85
1.04
R-squared (against Standard Index)
51
50.65
Standard Deviation
22.51
21.10
Sharpe Ratio
0.44
N/A
Treynor Ratio
8.81
N/A
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