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EuroPac Gold A (EPGFX)

8.26 Down 0.06(0.72%) Oct 24

Risk as of Sep 29, 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
StatisticEPGFXCategory
Alpha (against Standard Index)N/A-36.43
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A-1.74
R-squared (against Standard Index)N/A12.83
Standard DeviationN/A32.96
Sharpe RatioN/A-0.64
Treynor RatioN/A-24.64
5 Years
StatisticEPGFXCategory
Alpha (against Standard Index)N/A-13.31
Beta (against Standard Index)N/A0.68
Mean Annual ReturnN/A-0.50
R-squared (against Standard Index)N/A10.58
Standard DeviationN/A31.48
Sharpe RatioN/A-0.19
Treynor RatioN/A-15.93
10 Years
StatisticEPGFXCategory
Alpha (against Standard Index)N/A0.26
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.70
R-squared (against Standard Index)N/A20.40
Standard DeviationN/A35.29
Sharpe RatioN/A0.19
Treynor RatioN/A0.68