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Merk Hard Currency Inv (MERKX)
On
Dec 10
:
12.25
0.03
(0.24%)
MORE ON MERKX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
15.18%
Worst 1 Yr Total Return
(2008)
:
-4.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MERKX
Category
Alpha (against Standard Index)
7.34
-1.61
Beta (against Standard Index)
-0.70
0.85
Mean Annual Return
8.49
0.16
R-squared (against Standard Index)
0
0.67
Standard Deviation
11.38
14.66
Sharpe Ratio
0.57
N/A
Treynor Ratio
-8.65
N/A
5 Years
Statistic
MERKX
Category
Alpha (against Standard Index)
N/A
0.50
Beta (against Standard Index)
N/A
2.17
Mean Annual Return
N/A
0.42
R-squared (against Standard Index)
N/A
1.82
Standard Deviation
N/A
6.95
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
MERKX
Category
Alpha (against Standard Index)
N/A
1.69
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
0.20
Standard Deviation
N/A
7.51
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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