Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 1, 2009, 2:30PM ET - U.S. Markets close in 1 hour and 30 minutes.
Dow
1.43%
Nasdaq
1.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Fifth Third Structured Large Cap Plus A (KNVIX)
On
Nov 30
:
9.96
0.03
(0.30%)
MORE ON KNVIX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.38%
Worst 1 Yr Total Return
(2008)
:
-44.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KNVIX
Category
Alpha (against Standard Index)
-7.39
0.38
Beta (against Standard Index)
1.12
1.00
Mean Annual Return
-15.29
-0.41
R-squared (against Standard Index)
87
95.50
Standard Deviation
23.44
20.09
Sharpe Ratio
-0.69
N/A
Treynor Ratio
-15.83
N/A
5 Years
Statistic
KNVIX
Category
Alpha (against Standard Index)
-4.44
0.26
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
-4.79
0.16
R-squared (against Standard Index)
88
94.84
Standard Deviation
19.14
16.47
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-6.95
N/A
10 Years
Statistic
KNVIX
Category
Alpha (against Standard Index)
-3.25
0.84
Beta (against Standard Index)
1.05
0.97
Mean Annual Return
-4.52
0.11
R-squared (against Standard Index)
92
91.16
Standard Deviation
17.60
16.35
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-7.15
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center