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James Small Cap (JASCX)
On
Dec 18
:
16.45
0.02
(0.12%)
MORE ON JASCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
26.19%
Worst 1 Yr Total Return
(2008)
:
-35.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JASCX
Category
Alpha (against Standard Index)
-6.59
-0.27
Beta (against Standard Index)
0.91
1.17
Mean Annual Return
-11.30
-0.44
R-squared (against Standard Index)
85
84.58
Standard Deviation
19.61
25.23
Sharpe Ratio
-0.62
N/A
Treynor Ratio
-14.88
N/A
5 Years
Statistic
JASCX
Category
Alpha (against Standard Index)
-2.79
0.26
Beta (against Standard Index)
0.97
1.19
Mean Annual Return
-2.32
0.18
R-squared (against Standard Index)
75
81.92
Standard Deviation
17.88
21.20
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.48
N/A
10 Years
Statistic
JASCX
Category
Alpha (against Standard Index)
7.21
8.93
Beta (against Standard Index)
0.90
0.95
Mean Annual Return
6.65
0.82
R-squared (against Standard Index)
62
64.94
Standard Deviation
18.55
19.09
Sharpe Ratio
0.28
N/A
Treynor Ratio
4.12
N/A
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