Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 10, 2009, 4:55AM ET - U.S. Markets open in 4 hours and 35 minutes.
Dow
0.50%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Industry Leaders Institutional (ILFLX)
On
Dec 9
:
9.52
0.05
(0.53%)
MORE ON ILFLX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-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)
:
18.84%
Worst 1 Yr Total Return
(2008)
:
-34.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ILFLX
Category
Alpha (against Standard Index)
2.32
0.38
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-5.08
-0.41
R-squared (against Standard Index)
95
95.50
Standard Deviation
20.34
20.09
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.38
N/A
5 Years
Statistic
ILFLX
Category
Alpha (against Standard Index)
1.72
0.26
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
1.98
0.16
R-squared (against Standard Index)
95
94.84
Standard Deviation
16.48
16.47
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.04
N/A
10 Years
Statistic
ILFLX
Category
Alpha (against Standard Index)
2.68
0.84
Beta (against Standard Index)
0.97
0.97
Mean Annual Return
1.79
0.11
R-squared (against Standard Index)
90
91.16
Standard Deviation
16.34
16.35
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.22
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center