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More On GB0009271437…

CF Arbor (GB0009271437.L)

1,236.00 Up 11.00(0.90%) Jul 25

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up8
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):26.66%
Worst 1 Yr Total Return(Dec 30, 2008):-33.46%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-5.87-2.12
Beta (against Standard Index)1.051.05
Mean Annual Return0.250.56
R-squared (against Standard Index)68.0976.71
Standard Deviation10.449.98
Sharpe Ratio0.230.64
Treynor Ratio1.785.76
5 Years
Alpha (against Standard Index)-3.04-1.25
Beta (against Standard Index)0.900.98
Mean Annual Return0.670.89
R-squared (against Standard Index)66.7677.80
Standard Deviation10.3610.43
Sharpe Ratio0.720.99
Treynor Ratio8.0310.52
10 Years
Alpha (against Standard Index)-1.17-0.48
Beta (against Standard Index)0.920.95
Mean Annual Return0.570.64
R-squared (against Standard Index)62.1077.18
Standard Deviation12.7111.88
Sharpe Ratio0.320.42
Treynor Ratio3.764.84