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EuroPac Gold A (EPGFX)

9.20 Down 0.20(2.13%) Sep 19

Risk as of Aug 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-32.91
Beta (against Standard Index)N/A0.93
Mean Annual ReturnN/A-1.65
R-squared (against Standard Index)N/A14.97
Standard DeviationN/A32.48
Sharpe RatioN/A-0.61
Treynor RatioN/A-24.60
5 Years
Alpha (against Standard Index)N/A-7.79
Beta (against Standard Index)N/A0.66
Mean Annual ReturnN/A0.02
R-squared (against Standard Index)N/A10.14
Standard DeviationN/A30.92
Sharpe RatioN/A0.01
Treynor RatioN/A-7.03
10 Years
Alpha (against Standard Index)N/A2.90
Beta (against Standard Index)N/A0.93
Mean Annual ReturnN/A0.94
R-squared (against Standard Index)N/A19.90
Standard DeviationN/A34.82
Sharpe RatioN/A0.28
Treynor RatioN/A4.27