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Adelante US Real Estate Secs Y (LLUYX)
On
Dec 4
:
7.54
0.18
(2.45%)
MORE ON LLUYX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
36.01%
Worst 1 Yr Total Return
(2008)
:
-37.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LLUYX
Category
Alpha (against Standard Index)
-1.90
0.21
Beta (against Standard Index)
1.58
1.63
Mean Annual Return
-16.99
-0.83
R-squared (against Standard Index)
72
67.53
Standard Deviation
36.14
38.84
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-12.31
N/A
5 Years
Statistic
LLUYX
Category
Alpha (against Standard Index)
2.42
2.84
Beta (against Standard Index)
1.56
1.61
Mean Annual Return
-1.35
0.30
R-squared (against Standard Index)
70
66.12
Standard Deviation
29.68
31.52
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.81
N/A
10 Years
Statistic
LLUYX
Category
Alpha (against Standard Index)
N/A
10.64
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
0.94
R-squared (against Standard Index)
N/A
35.37
Standard Deviation
N/A
24.16
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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