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Marketocracy Masters 100 (MOFQX)
On
Feb 9
:
8.51
0.08
(0.95%)
MORE ON MOFQX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
27.57%
Worst 1 Yr Total Return
(2008)
:
-45.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MOFQX
Category
Alpha (against Standard Index)
-3.23
2.72
Beta (against Standard Index)
0.96
1.13
Mean Annual Return
-10.61
-0.31
R-squared (against Standard Index)
71
87.90
Standard Deviation
22.83
24.11
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-13.09
N/A
5 Years
Statistic
MOFQX
Category
Alpha (against Standard Index)
-0.44
2.10
Beta (against Standard Index)
1.01
1.15
Mean Annual Return
-1.08
0.28
R-squared (against Standard Index)
65
85.69
Standard Deviation
20.17
19.96
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.95
N/A
10 Years
Statistic
MOFQX
Category
Alpha (against Standard Index)
N/A
5.72
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.51
R-squared (against Standard Index)
N/A
73.33
Standard Deviation
N/A
19.65
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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