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Thursday, December 10, 2009, 5:11PM ET - U.S. Markets Closed. Dow  0.67% Nasdaq  0.33%

California Investment S&P MidCap Idx K (MIDKX)

On Dec 9: 17.22   0.01 (0.06%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 15.27% Worst 1 Yr Total Return (2008): -36.98% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MIDKX Category Alpha (against Standard Index) 3.90 2.78 Beta (against Standard Index) 1.15 1.14 Mean Annual Return -5.24 -0.31 R-squared (against Standard Index) 92 88.48 Standard Deviation 23.42 23.83 Sharpe Ratio -0.21 N/A Treynor Ratio -6.66 N/A 5 Years Statistic MIDKX Category Alpha (against Standard Index) 2.59 2.11 Beta (against Standard Index) 1.16 1.17 Mean Annual Return 2.08 0.29 R-squared (against Standard Index) 90 86.78 Standard Deviation 19.48 20.06 Sharpe Ratio 0.05 N/A Treynor Ratio -0.82 N/A 10 Years Statistic MIDKX Category Alpha (against Standard Index) 7.16 6.25 Beta (against Standard Index) 1.04 1.05 Mean Annual Return 5.85 0.54 R-squared (against Standard Index) 82 72.80 Standard Deviation 18.43 19.97 Sharpe Ratio 0.24 N/A Treynor Ratio 2.78 N/A
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