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EuroPac Gold A (EPGFX)

8.00 Up 0.03(0.38%) Nov 21

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up0
Number of Years Down0
Best 1 Yr Total Return():N/A
Worst 1 Yr Total Return():N/A
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)N/A-41.50
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A-2.43
R-squared (against Standard Index)N/A9.72
Standard DeviationN/A33.59
Sharpe RatioN/A-0.87
Treynor RatioN/A-31.40
5 Years
Alpha (against Standard Index)N/A-16.24
Beta (against Standard Index)N/A0.68
Mean Annual ReturnN/A-0.72
R-squared (against Standard Index)N/A9.99
Standard DeviationN/A32.30
Sharpe RatioN/A-0.27
Treynor RatioN/A-19.90
10 Years
Alpha (against Standard Index)N/A-1.39
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.55
R-squared (against Standard Index)N/A19.88
Standard DeviationN/A35.72
Sharpe RatioN/A0.14
Treynor RatioN/A-1.45