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Forward Real Estate Inv (FFREX)
On
Dec 24
:
10.30
0.11
(1.08%)
MORE ON FFREX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
31.24%
Worst 1 Yr Total Return
(2008)
:
-39.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFREX
Category
Alpha (against Standard Index)
-5.03
-1.50
Beta (against Standard Index)
1.44
1.61
Mean Annual Return
-16.55
-0.77
R-squared (against Standard Index)
69
67.75
Standard Deviation
34.38
38.87
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-13.09
N/A
5 Years
Statistic
FFREX
Category
Alpha (against Standard Index)
0.56
2.65
Beta (against Standard Index)
1.44
1.60
Mean Annual Return
-2.07
0.34
R-squared (against Standard Index)
67
66.27
Standard Deviation
28.19
31.51
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-3.50
N/A
10 Years
Statistic
FFREX
Category
Alpha (against Standard Index)
9.18
11.10
Beta (against Standard Index)
0.79
0.89
Mean Annual Return
8.16
1.01
R-squared (against Standard Index)
35
36.04
Standard Deviation
21.67
24.18
Sharpe Ratio
0.35
N/A
Treynor Ratio
6.63
N/A
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