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Cohen & Steers International Realty I (IRFIX)
On
Dec 1
:
11.52
0.32
(2.86%)
MORE ON IRFIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
44.45%
Worst 1 Yr Total Return
(2008)
:
-47.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IRFIX
Category
Alpha (against Standard Index)
-2.90
-4.82
Beta (against Standard Index)
1.09
1.11
Mean Annual Return
-9.41
-0.65
R-squared (against Standard Index)
82
79.58
Standard Deviation
28.73
29.81
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-10.88
N/A
5 Years
Statistic
IRFIX
Category
Alpha (against Standard Index)
N/A
-1.67
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.48
R-squared (against Standard Index)
N/A
72.47
Standard Deviation
N/A
25.90
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
IRFIX
Category
Alpha (against Standard Index)
N/A
8.98
Beta (against Standard Index)
N/A
0.83
Mean Annual Return
N/A
1.04
R-squared (against Standard Index)
N/A
50.65
Standard Deviation
N/A
21.10
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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