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Grizzly Short (GRZZX)
On
Dec 24
:
4.50
0.04
(0.88%)
MORE ON GRZZX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2008)
:
73.69%
Worst 1 Yr Total Return
(2004)
:
-14.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GRZZX
Category
Alpha (against Standard Index)
-14.09
-19.78
Beta (against Standard Index)
13.77
9.53
Mean Annual Return
1.69
-0.42
R-squared (against Standard Index)
5
5.30
Standard Deviation
30.32
29.78
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.04
N/A
5 Years
Statistic
GRZZX
Category
Alpha (against Standard Index)
-13.08
-14.37
Beta (against Standard Index)
13.00
9.21
Mean Annual Return
-3.27
-0.38
R-squared (against Standard Index)
5
5.17
Standard Deviation
24.32
23.56
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-0.48
N/A
10 Years
Statistic
GRZZX
Category
Alpha (against Standard Index)
N/A
-5.00
Beta (against Standard Index)
N/A
6.06
Mean Annual Return
N/A
0.12
R-squared (against Standard Index)
N/A
1.74
Standard Deviation
N/A
25.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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