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Laudus Rosenberg Intl Discovery Inv (LIDIX)
On
Dec 21
:
8.83
0.01
(0.11%)
MORE ON LIDIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
11.91%
Worst 1 Yr Total Return
(2008)
:
-42.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LIDIX
Category
Alpha (against Standard Index)
2.25
1.57
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
-4.51
-0.13
R-squared (against Standard Index)
95
92.64
Standard Deviation
26.72
26.76
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-6.24
N/A
5 Years
Statistic
LIDIX
Category
Alpha (against Standard Index)
N/A
1.13
Beta (against Standard Index)
N/A
1.07
Mean Annual Return
N/A
0.62
R-squared (against Standard Index)
N/A
91.68
Standard Deviation
N/A
21.91
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
LIDIX
Category
Alpha (against Standard Index)
N/A
5.25
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.73
R-squared (against Standard Index)
N/A
81.02
Standard Deviation
N/A
20.12
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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