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Tuesday, December 1, 2009, 5:15PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
DIAMONDS Trust, Series 1 (DIA)At 4:00PM ET: 104.73  Up 1.15 (1.11%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDIACategory
Alpha (against Standard Index)1.53-0.92
Beta (against Standard Index)0.891.02
Mean Annual Return-0.25-0.53
R-squared (against Standard Index)94.8788.42
Standard Deviation18.00N/A
Sharpe Ratio-0.30-0.42
5 Years
StatisticDIACategory
Alpha (against Standard Index)1.10N/A
Beta (against Standard Index)0.90N/A
Mean Annual Return0.24N/A
R-squared (against Standard Index)94.24N/A
Standard Deviation14.85N/A
Sharpe Ratio-0.01N/A
10 Years
StatisticDIACategory
Alpha (against Standard Index)1.731.73
Beta (against Standard Index)0.910.91
Mean Annual ReturnN/AN/A
R-squared (against Standard Index)89.6989.69
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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