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Monday, November 30, 2009, 7:51PM ET - U.S. Markets Closed. Dow Up 0.34% Nasdaq Up 0.29%
IPO Plus Aftermarket (IPOSX)On Nov 30: 10.94  Up 0.05 (0.46%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):13.14%
Worst 1 Yr Total Return (2008):-32.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticIPOSXCategory
Alpha (against Standard Index)-1.493.31
Beta (against Standard Index)0.661.09
Mean Annual Return-5.49-0.23
R-squared (against Standard Index)5684.23
Standard Deviation17.1623.37
Sharpe Ratio-0.39N/A
Treynor Ratio-11.98N/A
5 Years
StatisticIPOSXCategory
Alpha (against Standard Index)-1.512.25
Beta (against Standard Index)0.721.13
Mean Annual Return-0.820.31
R-squared (against Standard Index)4981.04
Standard Deviation16.3520.00
Sharpe Ratio-0.15N/A
Treynor Ratio-5.33N/A
10 Years
StatisticIPOSXCategory
Alpha (against Standard Index)-4.004.42
Beta (against Standard Index)0.981.13
Mean Annual Return-7.860.37
R-squared (against Standard Index)2760.91
Standard Deviation29.7323.71
Sharpe Ratio-0.22N/A
Treynor Ratio-11.11N/A

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