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

    5.53 0.00(0.00%) Nov 26

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    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
    Alpha (against Standard Index)0.742.64
    Beta (against Standard Index)1.050.88
    Mean Annual Return0.440.55
    R-squared (against Standard Index)76.0467.22
    Standard Deviation5.585.05
    Sharpe Ratio0.791.16
    Treynor Ratio4.176.74
    5 Years
    Alpha (against Standard Index)0.981.72
    Beta (against Standard Index)1.000.90
    Mean Annual Return0.430.46
    R-squared (against Standard Index)76.1768.59
    Standard Deviation5.345.06
    Sharpe Ratio0.790.93
    Treynor Ratio4.175.34
    10 Years
    Alpha (against Standard Index)N/A-0.08
    Beta (against Standard Index)N/A0.93
    Mean Annual ReturnN/A0.43
    R-squared (against Standard Index)N/A77.16
    Standard DeviationN/A7.01
    Sharpe RatioN/A0.49
    Treynor RatioN/A3.58