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Tuesday, December 1, 2009, 11:09PM ET - U.S. Markets Closed.
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Nysa (NYSAX)
On
Dec 1
:
7.49
0.07
(0.94%)
MORE ON NYSAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2004)
:
10.43%
Worst 1 Yr Total Return
(2008)
:
-23.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NYSAX
Category
Alpha (against Standard Index)
0.49
3.31
Beta (against Standard Index)
0.80
1.09
Mean Annual Return
-4.87
-0.23
R-squared (against Standard Index)
71
84.23
Standard Deviation
18.40
23.37
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-9.15
N/A
5 Years
Statistic
NYSAX
Category
Alpha (against Standard Index)
-3.26
2.25
Beta (against Standard Index)
0.83
1.13
Mean Annual Return
-2.79
0.31
R-squared (against Standard Index)
61
81.04
Standard Deviation
16.77
20.00
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.05
N/A
10 Years
Statistic
NYSAX
Category
Alpha (against Standard Index)
-2.16
4.42
Beta (against Standard Index)
1.38
1.13
Mean Annual Return
-6.94
0.37
R-squared (against Standard Index)
56
60.91
Standard Deviation
29.57
23.71
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-7.20
N/A
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