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Jacobs and Company (JACOX)
On
Dec 1
:
5.69
0.18
(3.07%)
MORE ON JACOX
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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:
4
Best 1 Yr Total Return
(2005)
:
3.77%
Worst 1 Yr Total Return
(2008)
:
-22.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JACOX
Category
Alpha (against Standard Index)
-10.73
-2.88
Beta (against Standard Index)
0.79
1.08
Mean Annual Return
-9.41
-0.13
R-squared (against Standard Index)
77
93.44
Standard Deviation
11.70
14.69
Sharpe Ratio
-0.98
N/A
Treynor Ratio
-15.05
N/A
5 Years
Statistic
JACOX
Category
Alpha (against Standard Index)
-9.20
-2.47
Beta (against Standard Index)
0.83
1.06
Mean Annual Return
-4.86
0.23
R-squared (against Standard Index)
73
92.52
Standard Deviation
10.33
11.89
Sharpe Ratio
-0.72
N/A
Treynor Ratio
-9.56
N/A
10 Years
Statistic
JACOX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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