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

5.42 Up 0.03(0.56%) May 20

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up6
Number of Years Down3
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)-1.860.73
Beta (against Standard Index)1.160.91
Mean Annual Return0.310.44
R-squared (against Standard Index)72.1365.40
Standard Deviation6.605.52
Sharpe Ratio0.440.85
Treynor Ratio2.405.17
5 Years
Alpha (against Standard Index)-0.111.18
Beta (against Standard Index)1.070.92
Mean Annual Return0.320.39
R-squared (against Standard Index)71.9266.13
Standard Deviation5.905.30
Sharpe Ratio0.510.75
Treynor Ratio2.724.38
10 Years
Alpha (against Standard Index)N/A-0.27
Beta (against Standard Index)N/A0.94
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A76.05
Standard DeviationN/A7.13
Sharpe RatioN/A0.41
Treynor RatioN/A2.93