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Industry Leaders D (ILFDX)
On
Dec 21
:
9.58
0.08
(0.84%)
MORE ON ILFDX
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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)
:
18.46%
Worst 1 Yr Total Return
(2008)
:
-34.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ILFDX
Category
Alpha (against Standard Index)
2.01
0.06
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-4.09
-0.33
R-squared (against Standard Index)
95
95.82
Standard Deviation
20.62
20.42
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.27
N/A
5 Years
Statistic
ILFDX
Category
Alpha (against Standard Index)
1.61
0.04
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
2.24
0.17
R-squared (against Standard Index)
95
95.19
Standard Deviation
16.64
16.64
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.74
N/A
10 Years
Statistic
ILFDX
Category
Alpha (against Standard Index)
2.70
0.81
Beta (against Standard Index)
0.97
0.96
Mean Annual Return
2.18
0.14
R-squared (against Standard Index)
91
91.13
Standard Deviation
16.43
16.39
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.77
N/A
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