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    EuroPac Gold A (EPGFX)

    7.51 Up 0.25(3.44%) Dec 18

    Risk as of Nov 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-43.16
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A-2.32
    R-squared (against Standard Index)N/A11.12
    Standard DeviationN/A33.79
    Sharpe RatioN/A-0.83
    Treynor RatioN/A-27.46
    5 Years
    StatisticEPGFXCategory
    Alpha (against Standard Index)N/A-18.15
    Beta (against Standard Index)N/A0.63
    Mean Annual ReturnN/A-0.95
    R-squared (against Standard Index)N/A9.21
    Standard DeviationN/A31.21
    Sharpe RatioN/A-0.37
    Treynor RatioN/A-25.12
    10 Years
    StatisticEPGFXCategory
    Alpha (against Standard Index)N/A-1.06
    Beta (against Standard Index)N/A0.95
    Mean Annual ReturnN/A0.54
    R-squared (against Standard Index)N/A19.81
    Standard DeviationN/A35.72
    Sharpe RatioN/A0.14
    Treynor RatioN/A-1.43