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Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up14
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2009):39.69%
Worst 1 Yr Total Return(Dec 30, 2008):-39.16%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.502.03
Beta (against Standard Index)1.080.90
Mean Annual Return0.851.06
R-squared (against Standard Index)95.2986.51
Standard Deviation9.588.42
Sharpe Ratio0.961.45
Treynor Ratio8.5614.37
5 Years
Alpha (against Standard Index)-2.870.21
Beta (against Standard Index)1.070.94
Mean Annual Return0.550.72
R-squared (against Standard Index)91.8689.60
Standard Deviation11.8610.52
Sharpe Ratio0.490.76
Treynor Ratio4.928.41
10 Years
Alpha (against Standard Index)-3.41-0.77
Beta (against Standard Index)1.020.95
Mean Annual Return0.490.67
R-squared (against Standard Index)92.2892.06
Standard Deviation14.7313.73
Sharpe Ratio0.270.45
Treynor Ratio2.985.78