Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 20, 2009, 11:48PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Artio Global Equity I (JGEIX)On Dec 18: 34.71  Up 0.07 (0.20%)  
MORE ON JGEIX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2006):21.32%
Worst 1 Yr Total Return (2008):-40.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJGEIXCategory
Alpha (against Standard Index)0.760.27
Beta (against Standard Index)0.920.91
Mean Annual Return-4.04-0.17
R-squared (against Standard Index)9590.08
Standard Deviation22.5222.93
Sharpe Ratio-0.17N/A
Treynor Ratio-6.88N/A
5 Years
StatisticJGEIXCategory
Alpha (against Standard Index)0.21-0.86
Beta (against Standard Index)0.920.90
Mean Annual Return4.340.41
R-squared (against Standard Index)9488.40
Standard Deviation18.6818.93
Sharpe Ratio0.17N/A
Treynor Ratio1.46N/A
10 Years
StatisticJGEIXCategory
Alpha (against Standard Index)N/A0.53
Beta (against Standard Index)N/A0.92
Mean Annual ReturnN/A0.33
R-squared (against Standard Index)N/A79.83
Standard DeviationN/A18.84
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center