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Monday, November 30, 2009, 7:51PM ET - U.S. Markets Closed.
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IPO Plus Aftermarket (IPOSX)
On
Nov 30
:
10.94
0.05
(0.46%)
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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
(2004)
:
13.14%
Worst 1 Yr Total Return
(2008)
:
-32.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IPOSX
Category
Alpha (against Standard Index)
-1.49
3.31
Beta (against Standard Index)
0.66
1.09
Mean Annual Return
-5.49
-0.23
R-squared (against Standard Index)
56
84.23
Standard Deviation
17.16
23.37
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-11.98
N/A
5 Years
Statistic
IPOSX
Category
Alpha (against Standard Index)
-1.51
2.25
Beta (against Standard Index)
0.72
1.13
Mean Annual Return
-0.82
0.31
R-squared (against Standard Index)
49
81.04
Standard Deviation
16.35
20.00
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.33
N/A
10 Years
Statistic
IPOSX
Category
Alpha (against Standard Index)
-4.00
4.42
Beta (against Standard Index)
0.98
1.13
Mean Annual Return
-7.86
0.37
R-squared (against Standard Index)
27
60.91
Standard Deviation
29.73
23.71
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-11.11
N/A
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