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    James Alpha Global Real Estate Invsmts A (JAREX)

    19.87 Up 0.11(0.56%) Jul 31

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up4
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2012):33.89%
    Worst 1 Yr Total Return(Dec 30, 2011):-6.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJAREXCategory
    Alpha (against Standard Index)0.25-0.20
    Beta (against Standard Index)0.770.76
    Mean Annual Return0.830.79
    R-squared (against Standard Index)39.7434.43
    Standard Deviation10.6611.41
    Sharpe Ratio0.930.84
    Treynor Ratio12.7612.36
    5 Years
    StatisticJAREXCategory
    Alpha (against Standard Index)0.780.14
    Beta (against Standard Index)0.930.95
    Mean Annual Return1.010.98
    R-squared (against Standard Index)72.3669.10
    Standard Deviation14.8915.58
    Sharpe Ratio0.810.76
    Treynor Ratio12.4511.92
    10 Years
    StatisticJAREXCategory
    Alpha (against Standard Index)N/A-1.45
    Beta (against Standard Index)N/A1.11
    Mean Annual ReturnN/A0.57
    R-squared (against Standard Index)N/A74.16
    Standard DeviationN/A21.44
    Sharpe RatioN/A0.26
    Treynor RatioN/A3.03