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    Compass EMP Intl 500 Enh Volatil Wtd C (CVHCX)

    11.57 Down 0.01(0.09%) Apr 20

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:
    Number of Years Up1
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):17.90%
    Worst 1 Yr Total Return(Dec 30, 2014):-2.48%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)N/A1.64
    Beta (against Standard Index)N/A0.96
    Mean Annual ReturnN/A0.69
    R-squared (against Standard Index)N/A92.04
    Standard DeviationN/A12.43
    Sharpe RatioN/A0.68
    Treynor RatioN/A8.34
    5 Years
    Alpha (against Standard Index)N/A0.95
    Beta (against Standard Index)N/A0.98
    Mean Annual ReturnN/A0.57
    R-squared (against Standard Index)N/A94.28
    Standard DeviationN/A16.41
    Sharpe RatioN/A0.42
    Treynor RatioN/A5.88
    10 Years
    Alpha (against Standard Index)N/A-0.27
    Beta (against Standard Index)N/A0.96
    Mean Annual ReturnN/A0.55
    R-squared (against Standard Index)N/A94.49
    Standard DeviationN/A18.56
    Sharpe RatioN/A0.28
    Treynor RatioN/A3.81