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Tuesday, December 1, 2009, 5:15PM ET - U.S. Markets Closed.
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DIAMONDS Trust, Series 1 (DIA)
At
4:00PM ET
:
104.73
1.15
(1.11%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DIA
Category
Alpha (against Standard Index)
1.53
-0.92
Beta (against Standard Index)
0.89
1.02
Mean Annual Return
-0.25
-0.53
R-squared (against Standard Index)
94.87
88.42
Standard Deviation
18.00
N/A
Sharpe Ratio
-0.30
-0.42
5 Years
Statistic
DIA
Category
Alpha (against Standard Index)
1.10
N/A
Beta (against Standard Index)
0.90
N/A
Mean Annual Return
0.24
N/A
R-squared (against Standard Index)
94.24
N/A
Standard Deviation
14.85
N/A
Sharpe Ratio
-0.01
N/A
10 Years
Statistic
DIA
Category
Alpha (against Standard Index)
1.73
1.73
Beta (against Standard Index)
0.91
0.91
Mean Annual Return
N/A
N/A
R-squared (against Standard Index)
89.69
89.69
Standard Deviation
N/A
N/A
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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