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    NexGen Cdn Diversified Inc TM DT HNW (F000003ZO3.TO)

    5.94 Down 0.01(0.17%) Jan 27

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):10.85%
    Worst 1 Yr Total Return(Dec 30, 2008):-29.18%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003ZO3.TOCategory
    Alpha (against Standard Index)0.752.79
    Beta (against Standard Index)0.950.76
    Mean Annual Return0.610.69
    R-squared (against Standard Index)82.7865.49
    Standard Deviation4.594.16
    Sharpe Ratio1.401.79
    Treynor Ratio6.9010.39
    5 Years
    StatisticF000003ZO3.TOCategory
    Alpha (against Standard Index)-0.020.88
    Beta (against Standard Index)1.030.89
    Mean Annual Return0.570.57
    R-squared (against Standard Index)75.9170.89
    Standard Deviation5.695.08
    Sharpe Ratio1.051.22
    Treynor Ratio5.847.24
    10 Years
    StatisticF000003ZO3.TOCategory
    Alpha (against Standard Index)N/A-0.54
    Beta (against Standard Index)N/A0.88
    Mean Annual ReturnN/A0.47
    R-squared (against Standard Index)N/A78.02
    Standard DeviationN/A7.06
    Sharpe RatioN/A0.54
    Treynor RatioN/A4.22