Dow Down0.22% Nasdaq Up0.14%

Compass EMP Intl 500 Enh Volatil Wtd A (CVHAX)

12.25 Down 0.05(0.41%) Aug 22

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up1
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):18.70%
Worst 1 Yr Total Return(Dec 30, 2013):18.70%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCVHAXCategory
Alpha (against Standard Index)N/A0.69
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.63
R-squared (against Standard Index)N/A94.10
Standard DeviationN/A16.46
Sharpe RatioN/A0.46
Treynor RatioN/A6.69
5 Years
StatisticCVHAXCategory
Alpha (against Standard Index)N/A-0.01
Beta (against Standard Index)N/A0.99
Mean Annual ReturnN/A0.81
R-squared (against Standard Index)N/A94.55
Standard DeviationN/A16.75
Sharpe RatioN/A0.58
Treynor RatioN/A8.79
10 Years
StatisticCVHAXCategory
Alpha (against Standard Index)N/A-0.73
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.71
R-squared (against Standard Index)N/A94.71
Standard DeviationN/A18.63
Sharpe RatioN/A0.37
Treynor RatioN/A5.63