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Flex-funds Quantex (FLCGX)
On
Dec 2
:
17.43
0.16
(0.93%)
MORE ON FLCGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
16.67%
Worst 1 Yr Total Return
(2008)
:
-43.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLCGX
Category
Alpha (against Standard Index)
9.22
2.32
Beta (against Standard Index)
1.51
1.15
Mean Annual Return
-4.88
-0.35
R-squared (against Standard Index)
85
90.18
Standard Deviation
31.88
23.68
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.82
N/A
5 Years
Statistic
FLCGX
Category
Alpha (against Standard Index)
4.24
2.22
Beta (against Standard Index)
1.49
1.16
Mean Annual Return
1.98
0.30
R-squared (against Standard Index)
84
89.12
Standard Deviation
25.71
19.61
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.71
N/A
10 Years
Statistic
FLCGX
Category
Alpha (against Standard Index)
1.37
7.83
Beta (against Standard Index)
1.23
0.94
Mean Annual Return
-1.13
0.70
R-squared (against Standard Index)
85
72.23
Standard Deviation
21.44
17.96
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.34
N/A
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