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Wednesday, February 10, 2010, 1:21AM ET - U.S. Markets open in 8 hours and 9 minutes. Dow  1.52% Nasdaq  1.17%

California Investment Nasdaq 100 Idx Dir (NASDX)

On Feb 9: 4.44   0.05 (1.14%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2009): 54.67% Worst 1 Yr Total Return (2008): -41.51% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NASDX Category Alpha (against Standard Index) 8.56 2.46 Beta (against Standard Index) 1.10 1.00 Mean Annual Return -0.57 -0.25 R-squared (against Standard Index) 83 88.93 Standard Deviation 24.03 21.28 Sharpe Ratio 0.02 N/A Treynor Ratio -2.32 N/A 5 Years Statistic NASDX Category Alpha (against Standard Index) 3.69 0.97 Beta (against Standard Index) 1.13 1.01 Mean Annual Return 2.93 0.20 R-squared (against Standard Index) 79 86.48 Standard Deviation 20.46 17.57 Sharpe Ratio 0.10 N/A Treynor Ratio 0.02 N/A 10 Years Statistic NASDX Category Alpha (against Standard Index) -2.16 -0.87 Beta (against Standard Index) 1.51 1.03 Mean Annual Return -7.00 -0.04 R-squared (against Standard Index) 68 79.67 Standard Deviation 29.34 18.78 Sharpe Ratio -0.19 N/A Treynor Ratio -6.53 N/A
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