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The MP 63 (DRIPX)
On
Dec 30
:
10.92
0.22
(1.97%)
MORE ON DRIPX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.07%
Worst 1 Yr Total Return
(2008)
:
-31.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DRIPX
Category
Alpha (against Standard Index)
2.54
0.06
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-3.49
-0.33
R-squared (against Standard Index)
95
95.82
Standard Deviation
20.43
20.42
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.74
N/A
5 Years
Statistic
DRIPX
Category
Alpha (against Standard Index)
0.63
0.04
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
1.31
0.17
R-squared (against Standard Index)
94
95.19
Standard Deviation
16.32
16.64
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.70
N/A
10 Years
Statistic
DRIPX
Category
Alpha (against Standard Index)
2.78
0.81
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
2.71
0.14
R-squared (against Standard Index)
86
91.13
Standard Deviation
15.06
16.39
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.25
N/A
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