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ETF Market Opportunity (ETFOX)

On Dec 22: 10.99   0.06 (0.55%)

MORE ON ETFOX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2006): 9.12% Worst 1 Yr Total Return (2008): -23.83% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ETFOX Category Alpha (against Standard Index) 3.44 2.20 Beta (against Standard Index) 0.81 0.99 Mean Annual Return -1.02 -0.14 R-squared (against Standard Index) 77 88.76 Standard Deviation 18.23 21.04 Sharpe Ratio -0.09 N/A Treynor Ratio -4.06 N/A 5 Years Statistic ETFOX Category Alpha (against Standard Index) 1.26 0.80 Beta (against Standard Index) 0.83 1.01 Mean Annual Return 2.28 0.24 R-squared (against Standard Index) 75 86.59 Standard Deviation 15.27 17.50 Sharpe Ratio 0.03 N/A Treynor Ratio -0.86 N/A 10 Years Statistic ETFOX Category Alpha (against Standard Index) N/A -0.13 Beta (against Standard Index) N/A 1.04 Mean Annual Return N/A 0.05 R-squared (against Standard Index) N/A 78.99 Standard Deviation N/A 19.17 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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