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Jamestown Equity (JAMEX)On Dec 7: 13.96   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):13.62%
Worst 1 Yr Total Return (2008):-35.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJAMEXCategory
Alpha (against Standard Index)-0.212.45
Beta (against Standard Index)0.851.00
Mean Annual Return-5.78-0.24
R-squared (against Standard Index)9288.47
Standard Deviation17.4020.84
Sharpe Ratio-0.39N/A
Treynor Ratio-9.62N/A
5 Years
StatisticJAMEXCategory
Alpha (against Standard Index)-0.510.94
Beta (against Standard Index)0.871.01
Mean Annual Return0.220.21
R-squared (against Standard Index)9186.37
Standard Deviation14.4917.46
Sharpe Ratio-0.12N/A
Treynor Ratio-3.23N/A
10 Years
StatisticJAMEXCategory
Alpha (against Standard Index)-0.740.18
Beta (against Standard Index)0.881.04
Mean Annual Return-1.210.04
R-squared (against Standard Index)9078.62
Standard Deviation14.9619.22
Sharpe Ratio-0.20N/A
Treynor Ratio-4.73N/A

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