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Forward Strategic Realty A (KSRAX)
On
Dec 18
:
17.93
0.10
(0.56%)
MORE ON KSRAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
30.16%
Worst 1 Yr Total Return
(2008)
:
-58.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KSRAX
Category
Alpha (against Standard Index)
-9.47
-1.50
Beta (against Standard Index)
1.73
1.61
Mean Annual Return
-23.81
-0.77
R-squared (against Standard Index)
72
67.75
Standard Deviation
40.39
38.87
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-15.04
N/A
5 Years
Statistic
KSRAX
Category
Alpha (against Standard Index)
-4.03
2.65
Beta (against Standard Index)
1.71
1.60
Mean Annual Return
-8.20
0.34
R-squared (against Standard Index)
70
66.27
Standard Deviation
32.53
31.51
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.56
N/A
10 Years
Statistic
KSRAX
Category
Alpha (against Standard Index)
8.54
11.10
Beta (against Standard Index)
0.95
0.89
Mean Annual Return
6.12
1.01
R-squared (against Standard Index)
38
36.04
Standard Deviation
24.95
24.18
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.38
N/A
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