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Sunday, December 6, 2009, 1:25PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

California Investment Nasdaq 100 Idx Dir (NASDX)

On Dec 4: 4.53   0.02 (0.44%)

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Risk  As of 31-Oct-09 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 (2007): 18.18% Worst 1 Yr Total Return (2008): -41.51% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NASDX Category Alpha (against Standard Index) 7.94 2.45 Beta (against Standard Index) 1.09 1.00 Mean Annual Return -0.84 -0.24 R-squared (against Standard Index) 82 88.47 Standard Deviation 23.45 20.84 Sharpe Ratio -0.02 N/A Treynor Ratio -2.99 N/A 5 Years Statistic NASDX Category Alpha (against Standard Index) 3.15 0.94 Beta (against Standard Index) 1.14 1.01 Mean Annual Return 2.53 0.21 R-squared (against Standard Index) 78 86.37 Standard Deviation 20.38 17.46 Sharpe Ratio 0.08 N/A Treynor Ratio -0.44 N/A 10 Years Statistic NASDX Category Alpha (against Standard Index) N/A 0.18 Beta (against Standard Index) N/A 1.04 Mean Annual Return N/A 0.04 R-squared (against Standard Index) N/A 78.62 Standard Deviation N/A 19.22 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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