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Cohen & Steers Global Infrastructure A (CSUAX)
On
Dec 8
:
12.39
0.14
(1.12%)
MORE ON CSUAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
23.84%
Worst 1 Yr Total Return
(2008)
:
-36.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSUAX
Category
Alpha (against Standard Index)
-0.44
-0.56
Beta (against Standard Index)
0.78
0.91
Mean Annual Return
-3.80
-0.21
R-squared (against Standard Index)
84
90.41
Standard Deviation
20.35
22.89
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.99
N/A
5 Years
Statistic
CSUAX
Category
Alpha (against Standard Index)
-0.41
-1.40
Beta (against Standard Index)
0.73
0.90
Mean Annual Return
4.15
0.44
R-squared (against Standard Index)
74
89.02
Standard Deviation
16.82
19.07
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.55
N/A
10 Years
Statistic
CSUAX
Category
Alpha (against Standard Index)
N/A
0.66
Beta (against Standard Index)
N/A
0.93
Mean Annual Return
N/A
0.36
R-squared (against Standard Index)
N/A
79.68
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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