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Forester Discovery (INTLX)
On
Dec 28
:
12.69
0.03
(0.24%)
MORE ON INTLX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
7.66%
Worst 1 Yr Total Return
(2004)
:
0.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
INTLX
Category
Alpha (against Standard Index)
7.80
-0.66
Beta (against Standard Index)
0.46
1.11
Mean Annual Return
9.88
0.10
R-squared (against Standard Index)
41
86.52
Standard Deviation
9.38
15.80
Sharpe Ratio
0.80
N/A
Treynor Ratio
16.46
N/A
5 Years
Statistic
INTLX
Category
Alpha (against Standard Index)
3.26
0.55
Beta (against Standard Index)
0.41
1.12
Mean Annual Return
7.13
0.51
R-squared (against Standard Index)
35
86.03
Standard Deviation
7.29
13.17
Sharpe Ratio
0.57
N/A
Treynor Ratio
10.16
N/A
10 Years
Statistic
INTLX
Category
Alpha (against Standard Index)
1.31
1.09
Beta (against Standard Index)
0.23
1.07
Mean Annual Return
4.73
0.55
R-squared (against Standard Index)
19
79.45
Standard Deviation
5.22
12.02
Sharpe Ratio
0.35
N/A
Treynor Ratio
7.80
N/A
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