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Friday, December 11, 2009, 6:00AM ET - U.S. Markets open in 3 hours and 30 minutes. Dow Up 0.67% Nasdaq  0.00%
Marketocracy Masters 100 (MOFQX)On Dec 10: 8.65  Up 0.03 (0.35%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):20.18%
Worst 1 Yr Total Return (2008):-45.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOFQXCategory
Alpha (against Standard Index)-3.111.45
Beta (against Standard Index)0.961.13
Mean Annual Return-9.19-0.27
R-squared (against Standard Index)7088.11
Standard Deviation22.9423.88
Sharpe Ratio-0.40N/A
Treynor Ratio-11.90N/A
5 Years
StatisticMOFQXCategory
Alpha (against Standard Index)-1.031.17
Beta (against Standard Index)1.011.15
Mean Annual Return-1.130.26
R-squared (against Standard Index)6486.34
Standard Deviation20.1619.90
Sharpe Ratio-0.10N/A
Treynor Ratio-4.09N/A
10 Years
StatisticMOFQXCategory
Alpha (against Standard Index)N/A5.72
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.53
R-squared (against Standard Index)N/A73.17
Standard DeviationN/A19.87
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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