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Greenspring (GRSPX)
On
Jan 6
:
22.79
0.06
(0.26%)
MORE ON GRSPX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.29%
Worst 1 Yr Total Return
(2008)
:
-11.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GRSPX
Category
Alpha (against Standard Index)
0.83
-2.96
Beta (against Standard Index)
0.80
1.07
Mean Annual Return
2.07
-0.09
R-squared (against Standard Index)
76
93.10
Standard Deviation
12.10
14.78
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.25
N/A
5 Years
Statistic
GRSPX
Category
Alpha (against Standard Index)
0.66
-2.53
Beta (against Standard Index)
0.82
1.06
Mean Annual Return
5.11
0.24
R-squared (against Standard Index)
74
92.17
Standard Deviation
10.20
11.94
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.60
N/A
10 Years
Statistic
GRSPX
Category
Alpha (against Standard Index)
3.50
-2.27
Beta (against Standard Index)
0.83
1.06
Mean Annual Return
8.15
0.27
R-squared (against Standard Index)
61
86.88
Standard Deviation
10.65
11.38
Sharpe Ratio
0.52
N/A
Treynor Ratio
6.27
N/A
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