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Wednesday, December 9, 2009, 9:31PM ET - U.S. Markets Closed. Dow  0.50% Nasdaq  0.49%

California Investment Nasdaq 100 Idx K (NDXKX)

On Dec 9: 4.43   0.04 (0.91%)

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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): 17.66% Worst 1 Yr Total Return (2008): -41.72% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NDXKX Category Alpha (against Standard Index) 7.41 2.45 Beta (against Standard Index) 1.09 1.00 Mean Annual Return -1.34 -0.24 R-squared (against Standard Index) 82 88.47 Standard Deviation 23.38 20.84 Sharpe Ratio -0.04 N/A Treynor Ratio -3.45 N/A 5 Years Statistic NDXKX Category Alpha (against Standard Index) 2.71 0.94 Beta (against Standard Index) 1.13 1.01 Mean Annual Return 2.12 0.21 R-squared (against Standard Index) 79 86.37 Standard Deviation 20.24 17.46 Sharpe Ratio 0.06 N/A Treynor Ratio -0.80 N/A 10 Years Statistic NDXKX 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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